An Approximate Dynamic Programming Algorithm for Monotone Value Functions
نویسندگان
چکیده
منابع مشابه
An Approximate Dynamic Programming Algorithm for Monotone Value Functions
Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named journal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print ...
متن کاملDynamic Programming for Approximate Expansion Algorithm
Expansion algorithm is a popular optimization method for labeling problems. For many common energies, each expansion step can be optimally solved with a min-cut/max flow algorithm. While the observed performance of max-flow for the expansion algorithm is fast, its theoretical time complexity is worse than linear in the number of pixels. Recently, Dynamic Programming (DP) was shown to be useful ...
متن کاملApproximate Value Trees in Structured Dynamic Programming
We propose and examine a method of approximate dynamic programming for Markov decision processes based on structured problem representations. We assume an MDP is represented using a dynamic Bayesian network, and construct value functions using decision trees as our function representation. The size of the representation is kept within acceptable limits by pruning these value trees so that leave...
متن کاملAn Algorithm for Approximate Multiparametric Convex Programming
For multiparametric convex nonlinear programming problems we propose a recursive algorithm for approximating, within a given suboptimality tolerance, the value function and an optimizer as functions of the parameters. The approximate solution is expressed as a piecewise affine function over a simplicial partition of a subset of the feasible parameters, and it is organized over a tree structure ...
متن کاملApproximate dynamic programming for management of high-value spare parts
Purpose – An aircraft manufacturer faces the problem of allocating inventory to a set of distributed warehouses in response to random, nonstationary demands. There is particular interest in managing high value, low volume spare parts which must be available to respond to low-frequency demands in the form of random failures of major components. The aircraft fleet is young and in expansion. In ad...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Operations Research
سال: 2015
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2015.1425