Approximate dynamic programming based approach to process control and scheduling

Multi-stage decision problems under uncertainty are abundant in process industries. Markov decision process (MDP) is a general mathematical formulation of such problems. Whereas stochastic programming and dynamic programming are the standard methods to solve MDPs, their unwieldy computational requir...

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Bibliographic Details

Published in:	Computers & chemical engineering Vol. 30; no. 10; pp. 1603 - 1618
Main Authors:	Lee, Jay H., Lee, Jong Min
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 12.09.2006
Subjects:	Approximate dynamic programming Function approximation Markov decision process Function approximation Markov decision process Approximate dynamic programming
ISSN:	0098-1354, 1873-4375
Online Access:	Get full text
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