Search Results - approximate statistics (dynamic OR dynamik) programming algorithm*
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A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments
ISSN: 0162-1459, 1537-274XPublished: Alexandria Taylor & Francis 02.01.2020Published in Journal of the American Statistical Association (02.01.2020)“…We propose a class of subspace ascent methods for computing optimal approximate designs that covers existing algorithms as well as new and more efficient ones…”
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An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case Application
ISSN: 0041-1655, 1526-5447Published: Baltimore INFORMS 01.05.2009Published in Transportation science (01.05.2009)“… The goal of the model was not to obtain a better solution but rather to closely match a number of operational statistics…”
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Approximate dynamic programming methods in Bayesian preference elicitation
ISSN: 0898-2112, 1532-4222Published: Taylor & Francis 03.07.2025Published in Quality engineering (03.07.2025)“…Bayesian preference elicitation is a statistical framework which can aid in complex decision making processes such as engineering design by offering…”
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4
On-Policy and Off-Policy Value Iteration Algorithms for Stochastic Zero-Sum Dynamic Games
ISSN: 1009-6124, 1559-7067Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.02.2025Published in Journal of systems science and complexity (01.02.2025)“…This paper considers the value iteration algorithms of stochastic zero-sum linear quadratic games with unkown dynamics…”
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Approximate dynamic programming algorithms for optimal dosage decisions in controlled ovarian hyperstimulation
ISSN: 0377-2217, 1872-6860Published: Amsterdam Elsevier B.V 16.10.2012Published in European journal of operational research (16.10.2012)“… ► Design efficient approximate dynamic programming (ADP) solution algorithms. ► Compare ADP policies with the Markov decision processes (MDP) benchmark…”
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An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
ISSN: 1598-5865, 1865-2085Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2023Published in Journal of applied mathematics & computing (01.06.2023)“…This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI…”
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Dynamic programming approximation algorithms for the capacitated lot-sizing problem
ISSN: 0925-5001, 1573-2916Published: New York Springer US 01.06.2016Published in Journal of global optimization (01.06.2016)“… The proposed method combines dynamic programming with regression, data fitting, and approximation techniques to estimate the inventory cost function at each stage of the dynamic program…”
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A Bayesian Machine Learning Approach for Optimizing Dynamic Treatment Regimes
ISSN: 0162-1459, 1537-274X, 1537-274XPublished: United States Taylor & Francis 03.07.2018Published in Journal of the American Statistical Association (03.07.2018)“… These decisions can be formalized as a dynamic treatment regime. This article describes a new approach for optimizing dynamic treatment regimes, which bridges the gap between Bayesian inference and existing approaches, like Q-learning…”
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New efficient algorithms for multiple change-point detection with reproducing kernels
ISSN: 0167-9473, 1872-7352Published: Elsevier B.V 01.12.2018Published in Computational statistics & data analysis (01.12.2018)“… It is based on an exact optimization algorithm and deals…”
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Stable iterative adaptive dynamic programming algorithm with approximation errors for discrete-time nonlinear systems
ISSN: 0941-0643, 1433-3058Published: London Springer London 01.05.2014Published in Neural computing & applications (01.05.2014)“…In this paper, a novel iterative adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems…”
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11
Metropolis-Hastings via Classification
ISSN: 0162-1459, 1537-274X, 1537-274XPublished: Alexandria Taylor & Francis 02.10.2023Published in Journal of the American Statistical Association (02.10.2023)“…) estimators which can be plugged into the Metropolis-Hastings algorithm. The resulting Markov chains generate, at a steady state, samples from an approximate posterior whose asymptotic properties we characterize…”
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12
MIDAS: A mixed integer dynamic approximation scheme
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2020Published in Mathematical programming (01.05.2020)“…Mixed integer dynamic approximation scheme (MIDAS) is a new sampling-based algorithm for solving finite-horizon stochastic dynamic programs with monotonic Bellman functions…”
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ONLINE CAPACITY PLANNING FOR REHABILITATION TREATMENTS: AN APPROXIMATE DYNAMIC PROGRAMMING APPROACH
ISSN: 0269-9648, 1469-8951Published: New York, USA Cambridge University Press 01.07.2020Published in Probability in the engineering and informational sciences (01.07.2020)“…We study an online capacity planning problem in which arriving patients require a series of appointments at several departments, within a certain access time…”
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14
Multiplicative auction algorithm for approximate maximum weight bipartite matching
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2025Published in Mathematical programming (01.03.2025)“… ) . Our algorithm is very simple and it can be extended to give a dynamic data structure that maintains a ( 1 - ε…”
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Integrated computational intelligent paradigm for nonlinear electric circuit models using neural networks, genetic algorithms and sequential quadratic programming
ISSN: 0941-0643, 1433-3058Published: London Springer London 01.07.2020Published in Neural computing & applications (01.07.2020)“…), global search efficacy of genetic algorithms (GA) and rapid local search with sequential quadratic programming (SQP…”
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A multi-criteria approach to approximate solution of multiple-choice knapsack problem
ISSN: 0926-6003, 1573-2894Published: New York Springer US 01.07.2018Published in Computational optimization and applications (01.07.2018)“…We propose a method for finding approximate solutions to multiple-choice knapsack problems…”
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17
Detection of Multiple Structural Breaks in Large Covariance Matrices
ISSN: 0735-0015, 1537-2707Published: Alexandria Taylor & Francis 03.07.2023Published in Journal of business & economic statistics (03.07.2023)“…This article studies multiple structural breaks in large contemporaneous covariance matrices of high-dimensional time series satisfying an approximate factor model…”
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Data mining for state space orthogonalization in adaptive dynamic programming
ISSN: 0957-4174, 1873-6793Published: New York Elsevier Ltd 15.06.2017Published in Expert systems with applications (15.06.2017)“…•A case study addresses multicollinearity between ozone pollution concentrations. Dynamic programming (DP…”
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The ordered k-median problem: surrogate models and approximation algorithms
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2019Published in Mathematical programming (01.09.2019)“…) in the ordered list of all coverage distances. While antecedent literature has focused on mathematical properties of ordered median functions, integer programming methods, various heuristics, and special…”
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Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
ISSN: 0932-5026, 1613-9798Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.07.2024Published in Statistical papers (Berlin, Germany) (01.07.2024)“… ) algorithm has been applied to obtain an approximate solution to the optimization problem. Although gLAR algorithm is computationally fast, it has been…”
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