Low-discrepancy sampling for approximate dynamic programming with local approximators
Year of publication: |
2014
|
---|---|
Authors: | Cervellera, Cristiano ; Gaggero, Mauro ; Macciò, Danilo |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 43.2014, p. 108-115
|
Subject: | Approximate dynamic programming | Low-discrepancy sampling | Local approximation | Nadaraya–Watson models | Inventory forecasting | Dynamische Optimierung | Dynamic programming | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain |
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