A rollout algorithm framework for heuristic solutions to finite-horizon stochastic dynamic programs
Justin C. Goodson, Barrett W. Thomas, Jeffrey W. Ohlmann
| Year of publication: |
1 April 2017
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| Authors: | Goodson, Justin C. ; Thomas, Barrett W. ; Ohlmann, Jeffrey W. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 258.2017, 1 (1.4.), p. 216-229
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| Subject: | Dynamic programming | Rollout algorithm | Stochastic dynamic programming | Approximate dynamic programming | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Algorithmus | Algorithm | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.09.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011641521