Search Results - state‐space approximate (dynamic OR dynamika) programming algorithm~

Stochastic optimal dispatch of PV/wind/diesel/battery microgrids using state-space approximate dynamic programming by 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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Stochastic optimal dispatch of offshore-onshore regional integrated energy system based on improved state-space approximate dynamic programming by Pan, Yue, Lin, Shunjiang, Liang, Weikun, Feng, Xiangyong, Sheng, Xuan, Liu, Mingbo

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Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization by 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 by 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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A Universal Empirical Dynamic Programming Algorithm for Continuous State MDPs by 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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Addressing state space multicollinearity in solving an ozone pollution dynamic control problem by Ariyajunya, Bancha, Chen, Ying, Chen, Victoria C.P., Kim, Seoung Bum, Rosenberger, Jay

“…•State space multicollinearity in approximate dynamic programming is described.•The negative impact of ignoring state space multicollinearity is illustrated…”
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A fully adaptive framework for continuous-state stochastic dynamic programming by Fan, Huiyuan, Tarun, Prashant K., Viswanatha, Amith, Chen, Victoria C.P.

“…Approximate dynamic programming (ADP) carries out approximation of the future value function (FVF…”
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Metalearning of time series: an approximate dynamic programming approach by Collado, Ricardo A., Creamer, Germán G.

“…A new approximate dynamic programming algorithm applied to time series forecasting…”
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Decentralized Event-Triggered Adaptive Dynamic Programming Approach for Electric-Gas Coupling Energy Systems With Partially Unknown Dynamics by 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 by 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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Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Admissibility and Termination Analysis by 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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Detection of Multiple Structural Breaks in Large Covariance Matrices by 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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Specialized Interior-Point Algorithm for Stable Nonlinear System Identification by 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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Perspectives of approximate dynamic programming by 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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Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis by 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 by 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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A Novel Approach for Sampling in Approximate Dynamic Programming Based on F -Discrepancy by 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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Approximate dynamic programming for missile defense interceptor fire control by 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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Kernel-Based Least Squares Policy Iteration for Reinforcement Learning by 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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F -Discrepancy for Efficient Sampling in Approximate Dynamic Programming by 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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