Suchergebnisse - dynamic programming/optimal control: approximate dynamic programming*

Relaxations of Weakly Coupled Stochastic Dynamic Programs von Adelman, Daniel, Mersereau, Adam J

“… ) approach to approximate dynamic programming. We prove various results comparing the relaxations to each other and to the optimal problem value …”
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Dynamic Bid Prices in Revenue Management von Adelman, Daniel

“… We formally derive the standard deterministic linear program (LP) for bid-price control by making an affine functional approximation to the optimal dynamic programming value function …”
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Automata theory meets approximate dynamic programming: Optimal control with temporal logic constraints von Papusha, Ivan, Jie Fu, Topcu, Ufuk, Murray, Richard M.

“… To solve this dynamic program, we propose controller synthesis algorithms based on approximate dynamic programming (ADP …”
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Single-network based adaptive dynamic programming optimal control for robotic manipulator with joint limitation under input saturation von Li, Bin, Zhan, Hong, Zhang, Xiuyu, Yang, Chenguang

“… This paper proposes an optimal control method based on adaptive dynamic programming (ADP …”
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Adaptive dynamic programming optimal tracking control of multi-UAVs based on zero-sum game von Guan, Shuaibin, Fu, Xingjian

“… This paper investigates an adaptive dynamic programming (ADP) optimal tracking control algorithm for multi-UAV systems based on zero-sum game theory, addressing external disturbances during flight …”
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The Linear Programming Approach to Approximate Dynamic Programming von de Farias, D. P, Van Roy, B

“… The approach "fits" a linear combination of pre-selected basis functions to the dynamic programming cost-to-go function …”
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Network revenue management with inventory-sensitive bid prices and customer choice von Meissner, Joern, Strauss, Arne

“… ► Approximate dynamic programming approach with an arbitrary aggregation of inventory units. ► The algorithm allows a trade-off between solution quality and runtime …”
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Yield Optimization of Display Advertising with Ad Exchange von Balseiro, Santiago R., Feldman, Jon, Mirrokni, Vahab, Muthukrishnan, S.

“… In this paper we formalize this combined optimization problem as a multiobjective stochastic control problem and derive an efficient policy for online ad allocation in settings with general joint …”
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On the Minimization of Completion Time Variance with a Bicriteria Extension von De, Prabuddha, Ghosh, Jay B, Wells, Charles E

“… To date, the problem has not been solved in polynomial time. This paper presents a dynamic programming algorithm that is pseudopolynomial in complexity …”
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Sensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming von Topaloglu, Huseyin, Powell, Warren B

“… We present tractable algorithms to assess the sensitivity of a stochastic dynamic fleet management model to fleet size and load availability …”
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A Learning Approach for Interactive Marketing to a Customer Segment von Bertsimas, Dimitris, Mersereau, Adam J

“… When a marketer in an interactive environment decides which messages to send to her customers, she may send messages currently thought to be most promising …”
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An Adaptive Sampling Algorithm for Solving Markov Decision Processes von Chang, Hyeong Soo, Fu, Michael C, Hu, Jiaqiao, Marcus, Steven I

“… Based on recent results for multiarmed bandit problems, we propose an adaptive sampling algorithm that approximates the optimal value of a finite-horizon Markov decision process (MDP …”
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Admission control in a two-class loss system with periodically varying parameters and abandonments von Zayas-Cabán, Gabriel, Lewis, Mark E.

“… and customers who may abandon from service. Assuming mild conditions for the parameters, a dynamic programming formulation is developed …”
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A Price-Directed Approach to Stochastic Inventory/Routing von Adelman, Daniel

“… We consider a new approach to stochastic inventory/routing that approximates the future costs of current actions using optimal dual prices of a linear program …”
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Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems von Archibald, T. W, Black, D. P, Glazebrook, K. D

“… We utilise and develop Whittle's restless bandit formulation to analyse a simple class of inventory routing problems with direct deliveries. These routing …”
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Pathwise Optimization for Optimal Stopping Problems von Desai, Vijay V., Farias, Vivek F., Moallemi, Ciamac C.

“… We introduce the pathwise optimization (PO) method, a new convex optimization procedure to produce upper and lower bounds on the optimal value (the "price") of …”
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New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system von Toshitaka Boh, Katsuhisa Ohno, Takayoshi Tamura, Koichi Nakade

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Discrete Adaptive Optimal Control Based Multi-Dimensional Taylor Networks Within Iterative Learning Framework von ZHANG Chao, SUN Qiming, QIU Yaqin

“… To address this limitation, this paper proposes an approximate optimal iterative dynamic programming method based on multi-dimensional Taylor networks (MTN …”
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Online optimal control for ship fin stabilizer system based on action dependent heuristic dynamic programming von Quangduy, Nguyen, Tieshan, Li, Renhai, Yu, Qi, Liu

“… In this paper, an online learning optimal controller based on action dependent heuristic dynamic programming (ADHDP …”
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Parallel control-based event-driven approximate optimal control of discrete-time nonlinear systems von Zehua LIAO, Ziyu LIANG, Tianmin ZHOU, Jingwei LU, Qinglai WEI

“… on the Lyapunov method.Secondly, a parallel control method using neural networks and adaptive dynamic programming techniques was proposed to predict the next state of the system and to obtain the optimal value function and control …”
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