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» Learning for stochastic dynamic programming
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ETAI
2000
84views more  ETAI 2000»
13 years 7 months ago
Learning Stochastic Logic Programs
Stochastic logic programs combine ideas from probabilistic grammars with the expressive power of definite clause logic; as such they can be considered as an extension of probabili...
Stephen Muggleton
ORL
2008
115views more  ORL 2008»
13 years 7 months ago
On the convergence of stochastic dual dynamic programming and related methods
We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness o...
Andrew B. Philpott, Z. Guan
AAAI
2004
13 years 8 months ago
Dynamic Programming for Partially Observable Stochastic Games
We develop an exact dynamic programming algorithm for partially observable stochastic games (POSGs). The algorithm is a synthesis of dynamic programming for partially observable M...
Eric A. Hansen, Daniel S. Bernstein, Shlomo Zilber...
CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
14 years 1 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
CCE
2004
13 years 7 months ago
Dynamic programming in a heuristically confined state space: a stochastic resource-constrained project scheduling application
The Resource-Constrained Project Scheduling Problem(RCPSP) is a significant challenge in highly regulated industries, such as pharmaceuticals and agrochemicals, where a large numb...
Jaein Choi, Matthew J. Realff, Jay H. Lee