Suchergebnisse - state‐space approximate (dynamic OR dynamika) programming algorithm*

Stochastic optimal dispatch of PV/wind/diesel/battery microgrids using state-space approximate dynamic programming von Lin, Shunjiang, Wang, Yaping, Liu, Mingbo, Fan, Guansheng, Yang, Zhibin, Li, Qifeng

“… ) model to reduce the computational complexity. The state-space approximate dynamic programming algorithm is adopted …”
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A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs von Haskell, William B., Jain, Rahul, Sharma, Hiteshi, Yu, Pengqian

“… ) algorithms for Markov decision processes. The "empirical" nature comes from each iteration being done empirically from samples available from simulations of the next state …”
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Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization von Chen, Ying, Liu, Feng, Rosenberger, Jay M., Chen, Victoria C.P., Kulvanitchaiyanunt, Asama, Zhou, Yuan

“… •A sequential sampling algorithm for the infinite-horizon approximate dynamic programming is proposed …”
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Data mining for state space orthogonalization in adaptive dynamic programming von Ariyajunya, Bancha, Chen, Ying, Chen, Victoria C.P., Kim, Seoung Bum

“… •Data mining techniques are employed to orthogonalize a multicollinear state space …”
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Approximate dynamic programming for missile defense interceptor fire control von Davis, Michael T., Robbins, Matthew J., Lunday, Brian J.

“… •We use approximate dynamic programming to obtain high quality fire control policies.•In a representative scenario, our policy achieves a 7.74 …”
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Specialized Interior-Point Algorithm for Stable Nonlinear System Identification von Umenberger, Jack, Manchester, Ian R.

“… Recently Lagrangian relaxation has been proposed as a method to approximate simulation fidelity and guarantee stability via semidefinite programming (SDP …”
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Detection of Multiple Structural Breaks in Large Covariance Matrices von Li, Yu-Ning, Li, Degui, Fryzlewicz, Piotr

“… 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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Decentralized Event-Triggered Adaptive Dynamic Programming Approach for Electric-Gas Coupling Energy Systems With Partially Unknown Dynamics von Su, Hanguang, Liu, Fan, Zhang, Huaguang, Sun, Qiuye, Zhang, Dongyuan, Wang, Jiawei

“… event-triggered mechanism and adaptive dynamic programming techniques. Initially, the complex electric-gas coupling network is modeled in the state-space form …”
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Management of a stage-structured insect pest: an application of approximate optimization von Hackett, Sean C., Bonsall, Michael B.

“… Approximate dynamic programming (ADP) provides a suite of methods applicable to problems of arbitrary complexity at the expense of guaranteed optimality …”
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Perspectives of approximate dynamic programming von Powell, Warren B.

“… Approximate dynamic programming has evolved, initially independently, within operations research, computer science and the engineering controls community, all searching for practical tools for solving …”
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Natural actor–critic algorithms von Bhatnagar, Shalabh, Sutton, Richard S., Ghavamzadeh, Mohammad, Lee, Mark

“… are updated by stochastic gradient descent. Methods based on policy gradients in this way are of special interest because of their compatibility with function-approximation methods, which are needed to handle large or infinite state spaces …”
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Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Admissibility and Termination Analysis von Wei, Qinglai, Liu, Derong, Lin, Qiao

“… In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems …”
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Kernel-Based Least Squares Policy Iteration for Reinforcement Learning von Xu, Xin, Hu, Dewen, Lu, Xicheng

“… ) in large or continuous state spaces, which can be used to realize adaptive feedback control of uncertain dynamic systems …”
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Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis von Wei, Qinglai, Lewis, Frank L., Liu, Derong, Song, Ruizhuo, Lin, Hanquan

“… In this paper, convergence properties are established for the newly developed discrete-time local value iteration adaptive dynamic programming (ADP) algorithm …”
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Discrete-Time Optimal Control via Local Policy Iteration Adaptive Dynamic Programming von Wei, Qinglai, Liu, Derong, Lin, Qiao, Song, Ruizhuo

“… In this paper, a discrete-time optimal control scheme is developed via a novel local policy iteration adaptive dynamic programming algorithm …”
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Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model von Nasir, Muhammad Jaffri Mohd, Khan, Ramzan Nazim, Nair, Gopalan, Nur, Darfiana

“… ) 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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Approximate dynamic programming with a fuzzy parameterization von Buşoniu, Lucian, Ernst, Damien, De Schutter, Bart, Babuška, Robert

“… In practice, it is necessary to approximate the solutions. Therefore, we propose an algorithm for approximate DP that relies on a fuzzy partition of the state space, and on a discretization of the action space …”
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A Novel Approach for Sampling in Approximate Dynamic Programming Based on F -Discrepancy von Cervellera, Cristiano, Maccio, Danilo

“… Approximate dynamic programming (ADP) is the standard tool to solve Markovian decision problems under general hypotheses on the system and the cost equations …”
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Horizontal combinations of online and offline approximate dynamic programming for stochastic dynamic vehicle routing von Ulmer, Marlin W.

“… Due to the complexity of the corresponding Markov decision processes (MDPs), the calculation of optimal policies for these problems is usually not possible and researchers draw on heuristical methods of approximate dynamic programming (ADP …”
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F -Discrepancy for Efficient Sampling in Approximate Dynamic Programming von Cervellera, Cristiano, Maccio, Danilo

“… In this paper, we address the problem of generating efficient state sample points for the solution of continuous-state finite-horizon Markovian decision problems through approximate dynamic programming …”
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