Label-Setting Methods for Multimode Stochastic Shortest Path Problems on Graphs
نویسندگان
چکیده
منابع مشابه
Label-Setting Methods for Multimode Stochastic Shortest Path Problems on Graphs
Stochastic shortest path (SSP) problems arise in a variety of discrete stochastic control contexts. An optimal solution to such a problem is typically computed using the value function, which can be found by solving the corresponding dynamic programming equations. In the deterministic case, these equations can be often solved by highly efficient label-setting methods (such as Dijkstra’s and Dia...
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We consider how to use the Bellman residual of the dynamic programming operator to compute suboptimality bounds for solutions to stochastic shortest path problems. Such bounds have been previously established only in the special case that “all policies are proper,” in which case the dynamic programming operator is known to be a contraction, and have been shown to be easily computable only in th...
متن کاملar X iv : 0 70 7 . 03 35 v 1 [ m at h . O C ] 3 J ul 2 00 7 Label - setting methods for Multimode Stochastic Shortest Path problems on graphs
Stochastic shortest path (SSP) problems arise in a variety of discrete stochastic control contexts. An optimal solutions to such a problem is typically computed using the value function, which can be found by solving the corresponding dynamic programming equations. In the deterministic case, these equations can be often solved by the highly efficient label-setting methods (such as Dijkstra’s an...
متن کاملar X iv : 0 70 7 . 03 35 v 2 [ m at h . O C ] 2 9 Fe b 20 08 Label - setting methods for Multimode Stochastic Shortest Path problems on graphs
Stochastic shortest path (SSP) problems arise in a variety of discrete stochastic control contexts. An optimal solution to such a problem is typically computed using the value function, which can be found by solving the corresponding dynamic programming equations. In the deterministic case, these equations can be often solved by the highly efficient label-setting methods (such as Dijkstra’s and...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2008
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1080.0321