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Shrinking-horizon dynamic programming
dynamic programming model predictive control revenue management
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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...
An Approximate Dynamic Programming Approach to Decentralized Control of Stochastic Systems
Decentralized Control Dynamic Programming
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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
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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
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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...