Merging AI and OR to solve high-dimensional stochastic optimization problems using approximate dynamic programming
Year of publication: |
2010
|
---|---|
Authors: | Powell, Warren B. |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 22.2010, 1, p. 2-17
|
Subject: | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
-
On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen, (2013)
-
A multi-phase algorithm for a joint lot-sizing and pricing problem with stochastic demands
Li, Hongyan, (2014)
-
On the convergence of decomposition methods for multistage stochastic convex programs
Girardeau, P., (2015)
- More ...
-
A local improvement heuristic for the design of less-than-truckload motor carrier networks
Powell, Warren B., (1986)
-
A stochastic model of the dynamic vehicle allocation problem
Powell, Warren B., (1986)
-
Iterative algorithms for bulk arrival, bulk service queues with Poisson and non-Poisson arrivals
Powell, Warren B., (1986)
- More ...