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Volumn 5, Issue , 2005, Pages 2989-2994

Approximate dynamic programming for high dimensional resource allocation problems

Author keywords

[No Author keywords available]

Indexed keywords

ELECTRIC POWER; HIGH DIMENSIONAL STATE; RESOURCE ALLOCATION PROBLEMS;

EID: 33750119056     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IJCNN.2005.1556401     Document Type: Conference Paper
Times cited : (16)

References (10)
  • 3
    • 0031143730 scopus 로고    scopus 로고
    • An analysis of temporal-difference learning with function approximation
    • J. Tsitsiklis and B. Van Roy, "An analysis of temporal-difference learning with function approximation," IEEE Transactions on Automatic Control, vol. 42, pp. 674-690, 1997.
    • (1997) IEEE Transactions on Automatic Control , vol.42 , pp. 674-690
    • Tsitsiklis, J.1    Van Roy, B.2
  • 4
    • 85036496976 scopus 로고    scopus 로고
    • Improved temporal difference methods with linear function approximation
    • J. Si, A. G. Barto, W. B. Powell, and D. W. II, Eds. IEEE Press
    • D. P. Bertsekas, V. S. Borkar, and A. Nedich, "Improved temporal difference methods with linear function approximation," in Handbook of Learning and Approximate Dynamic Programming, J. Si, A. G. Barto, W. B. Powell, and D. W. II, Eds. IEEE Press, 2004.
    • (2004) Handbook of Learning and Approximate Dynamic Programming
    • Bertsekas, D.P.1    Borkar, V.S.2    Nedich, A.3
  • 5
    • 0035435908 scopus 로고    scopus 로고
    • An adaptive, distribution-free approximation for the newsvendor problem with censored demands, with applications to inventory and distribution problems
    • G. A. Godfrey and W. B. Powell, "An adaptive, distribution-free approximation for the newsvendor problem with censored demands, with applications to inventory and distribution problems," Management Science, vol. 47, no. 8, pp. 1101-1112, 2001.
    • (2001) Management Science , vol.47 , Issue.8 , pp. 1101-1112
    • Godfrey, G.A.1    Powell, W.B.2
  • 6
    • 11244261270 scopus 로고    scopus 로고
    • Learning algorithms for separable approximations of stochastic optimization problems
    • W. B. Powell, A. Ruszczyński, and H. Topaloglu, "Learning algorithms for separable approximations of stochastic optimization problems," Mathematics of Operations Research, vol. 29, no. 4, pp. 814-836, 2004.
    • (2004) Mathematics of Operations Research , vol.29 , Issue.4 , pp. 814-836
    • Powell, W.B.1    Ruszczyński, A.2    Topaloglu, H.3
  • 7
    • 0036475258 scopus 로고    scopus 로고
    • An adaptive, dynamic programming algorithm for stochastic resource allocation problems I: Single period travel times
    • G. Godfrey and W. B. Powell, "An adaptive, dynamic programming algorithm for stochastic resource allocation problems I: Single period travel times," Transportation Science, vol. 36, no. 1, pp. 21-39, 2002.
    • (2002) Transportation Science , vol.36 , Issue.1 , pp. 21-39
    • Godfrey, G.1    Powell, W.B.2
  • 8
    • 33846691309 scopus 로고    scopus 로고
    • Dynamic programming approximations for stochastic, time-staged integer multicommodity flow problems
    • to appear
    • H. Topaloglu and W. B. Powell, "Dynamic programming approximations for stochastic, time-staged integer multicommodity flow problems," Informs Journal on Computing, to appear.
    • Informs Journal on Computing
    • Topaloglu, H.1    Powell, W.B.2
  • 9
    • 10644263219 scopus 로고    scopus 로고
    • The dynamic assignment problem
    • M. Spivey and W. B. Powell, "The dynamic assignment problem," Transportation Science, vol. 38, no. 4, pp. 399-419, 2004.
    • (2004) Transportation Science , vol.38 , Issue.4 , pp. 399-419
    • Spivey, M.1    Powell, W.B.2
  • 10
    • 0042941240 scopus 로고    scopus 로고
    • Stochastic integer programming:general models and algorithms
    • W. K. K. Haneveld and M. H. van der Vlerk, "Stochastic integer programming:general models and algorithms," Annals of Operations Research, vol.85, pp.39-57, 1999.
    • (1999) Annals of Operations Research , vol.85 , pp. 39-57
    • Haneveld, W.K.K.1    Van Der Vlerk, M.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.