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» Learning for stochastic dynamic programming

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COR
2008

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Solving dynamic stochastic economic models by mathematical programming decomposition methods

13 years 7 months ago

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Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...

Mercedes Esteban-Bravo, Francisco J. Nogales

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SODA
2008
ACM

138views Algorithms» more SODA 2008»

Fully polynomial time approximation schemes for stochastic dynamic programs

13 years 8 months ago

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We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...

Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...

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FLAIRS
2009

156views Artificial Intelligence» more FLAIRS 2009»

Dynamic Programming Approximations for Partially Observable Stochastic Games

13 years 5 months ago

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Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...

Akshat Kumar, Shlomo Zilberstein

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CEEMAS
2005
Springer

80views Intelligent Agents» more CEEMAS 2005»

Stochastic Reactive Production Scheduling by Multi-agent Based Asynchronous Approximate Dynamic Programming

14 years 29 days ago

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Balázs Csanád Csáji, Lá...

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