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鲁东大学运筹学课件 Lecture-Dynamic Programming。
Shrinking-horizon dynamic programming
dynamic programming model predictive control revenue management
2015/8/7
We describe a heuristic control policy, for a general finite-horizon stochastic control problem, that can be used when the current process disturbance is not conditionally independent of previous dist...
Min-max approximate dynamic programming
Dynamic planning policy dynamic system the noise the approximation function
2015/8/7
In this paper we describe an approximate dynamic programming policy for a discrete-time dynamical system perturbed by noise. The approximate value function is the pointwise supremum of a family of low...
Approximate dynamic programming via iterated Bellman inequalities
Convex Optimization Dynamic Programming Stochastic Control
2015/8/7
In this paper we introduce new methods for finding functions that lower bound the value function of a stochastic control problem, using an iterated form of the Bellman inequality. Our method is based ...
Quadratic approximate dynamic programming for input-affine systems
approximate dynamic programming stochastic control convex optimization
2015/8/7
We consider the use of quadratic approximate value functions for stochastic control problems with input-affine dynamics and convex stage cost and constraints. Evaluating the approximate dynamic progra...
An Approximate Dynamic Programming Approach to Decentralized Control of Stochastic Systems
Decentralized Control Dynamic Programming
2015/6/19
we consider the problem of computing decentralized control policies for stochastic systems with finite state and action spaces. Synthesis of optimal decentralized policies for such problems is known t...
Dynamic Programming with Non-Classical Information Structures
Non-Classical Information Structures Programming
2015/6/19
We consider the problem of Partially Observed Markov Decision Processes with a non-classical information structure. Under a particular constraint on the information structure, optimal decision policie...
An Approximate Dynamic Programming Approach to the Dynamic Traveling Repairperson Problem
Traveling Repairperson Dynamic Programming
2015/6/19
This paper presents a novel suboptimal policy for the Dynamic Traveling Repairperson Problem~(m-DTRP), a problem requiring dynamic planning for a team of vehicles. The suggested policy is adaptive, lo...
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
Dynamic programming principle stochastic games Isaacs equation
2012/5/9
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a...
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
Dynamic programming principle stochastic games Isaacs equation
2012/5/9
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a...
Convergence of Weighted Min-Sum Decoding Via Dynamic Programming on Trees
belief propagation max product min sum LDPC codes linear programming decoding
2011/9/9
Abstract: Applying the max-product (and belief-propagation) algorithms to loopy graphs is now quite popular for best assignment problems. This is largely due to their low computational complexity and ...
Approximate group context tree: applications to dynamic programming and dynamic choice models
categorical time series group context tree dynamic discrete choice models dynamic programming model selection VLMC
2011/9/29
Abstract: The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities....
Dynamic programming based algorithms for set multicover and multiset
Set multicover Multiset multicover Inclusionexclusion Dynamic programming Algorithm
2012/11/30
Given a universe N containing n elements and a collection of multisets or sets over N, the multiset multicover (MSMC) problem or the set multicover (SMC) problem is to cover all elements at least a nu...
Asymptotic Properties of Optimal Trajectories in Dynamic Programming
Asymptotic Properties of Optimal Trajectories Dynamic Programming
2011/2/25
We show in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We anal...
Relationship Between Dynamic Programming and the Maximum Principle under State Constraints
Dynamic Programming Maximum Principle State Constraints
2009/1/22
Bellman's dynamic programming and Pontryagin's maximum principle are two basic tools for studying optimal control theory. We consider the optimal control problem under state constraints and examine th...