搜索结果: 1-3 共查到“管理科学与工程 dynamic programming”相关记录3条 . 查询时间(0.093 秒)
Shrinking-Horizon Dynamic Programming
dynamic programming model predictive control revenue management
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2015/7/9
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
Min-Max Approximate Dynamic Programming
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2015/7/9
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
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2015/7/9
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 ...