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Volumn , Issue , 2007, Pages 1979-1984

Performance analysis of online anticipatory algorithms for large multistage stochastic integer programs

Author keywords

[No Author keywords available]

Indexed keywords

EXPECTED UTILITY; INTEGER PROGRAM; OPTIMAL POLICIES; PERFORMANCE ANALYSIS; POLYNOMIAL NUMBER; SAMPLING ERRORS; STOCHASTIC COMBINATORIAL OPTIMIZATION; SUFFICIENT CONDITIONS;

EID: 84880899936     PISSN: 10450823     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (32)

References (13)
  • 1
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    • Learning to act using real-time dynamic programming
    • A.G. Barto, S.J. Bradtke, and S.P. Singh. Learning to act using real-time dynamic programming. Artificial Intelligence, 72(1):81-138, 1995.
    • (1995) Artificial Intelligence , vol.72 , Issue.1 , pp. 81-138
    • Barto, A.G.1    Bradtke, S.J.2    Singh, S.P.3
  • 2
    • 33746037640 scopus 로고    scopus 로고
    • Towards stochastic constraint programming: A study of online multi-choice knapsack with deadlines
    • T. Benoist, E. Bourreau, Y. Caseau, and B. Rottembourg. Towards stochastic constraint programming: A study of online multi-choice knapsack with deadlines. In CP'01, 2001.
    • (2001) CP'01
    • Benoist, T.1    Bourreau, E.2    Caseau, Y.3    Rottembourg, B.4
  • 3
    • 34250780833 scopus 로고    scopus 로고
    • Dynamic Vehicle Routing with Stochastic requests
    • R. Bent and P. Van Hentenryck. Dynamic Vehicle Routing with Stochastic requests. IJCAI' 03.
    • IJCAI' 03
    • Bent, R.1    Van Hentenryck, P.2
  • 4
    • 33646186752 scopus 로고    scopus 로고
    • Regrets only! online stochastic optimization under time constraints
    • R. Bent and P. Van Hentenryck. Regrets only! online stochastic optimization under time constraints. In AAAI'04, 2004.
    • (2004) AAAI'04
    • Bent, R.1    Van Hentenryck, P.2
  • 9
    • 58449108245 scopus 로고    scopus 로고
    • Sequential importance sampling algorithms for dynamic stochastic programming
    • M. A. H. Dempster. Sequential importance sampling algorithms for dynamic stochastic programming. Annals of Operations Research, 84:153-184, 1998.
    • (1998) Annals of Operations Research , vol.84 , pp. 153-184
    • Dempster, M.A.H.1
  • 11
    • 84880649215 scopus 로고    scopus 로고
    • A Sparse Sampling Algorithm for Near-Optimal Planning in Large Markov Decision Processes
    • M. Kearns, Y. Mansour, and A. Ng. A Sparse Sampling Algorithm for Near-Optimal Planning in Large Markov Decision Processes. In IJCAI'99, 1999.
    • (1999) IJCAI'99
    • Kearns, M.1    Mansour, Y.2    Ng, A.3
  • 13
    • 28044447588 scopus 로고    scopus 로고
    • On complexity of multistage stochastic programs
    • DOI 10.1016/j.orl.2005.02.003, PII S0167637705000325
    • A. Shapiro. On complexity of multistage stochastic programs. Oper. Res. Lett, 34(1):1-8, 2006. (Pubitemid 41688309)
    • (2006) Operations Research Letters , vol.34 , Issue.1 , pp. 1-8
    • Shapiro, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.