Approximate dynamic programming for stochastic linear control problems on compact state spaces-Reference-Cited by-同舟云学术

Approximate dynamic programming for stochastic linear control problems on compact state spaces

Published:2015-02 Issue:1 Volume:241 Page:85-98
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Woerner Stefan,Laumanns Marco,Zenklusen Rico,Fertis Apostolos

Funder

NSF

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference41 articles.

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2. Arts, J., Van Vuuren, M., & Kiesmuller, G. (2009). Efficient optimization of the dual-index policy using Markov chains. Tech. rep., Technische Universiteit Eindhoven.

3. Set-valued analysis;Aubin,1999

4. Neuro-dynamic programming;Bertsekas,1996

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