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  • Search: subject:"Approximate Dynamic Programming"
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Year of publication
Subject
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Dynamic programming 197 Dynamische Optimierung 196 Mathematical programming 154 Mathematische Optimierung 154 Theorie 140 Theory 140 Approximate dynamic programming 117 approximate dynamic programming 99 Stochastic process 50 Stochastischer Prozess 50 Markov chain 48 Markov-Kette 48 Tourenplanung 35 Vehicle routing problem 35 Scheduling problem 27 Scheduling-Verfahren 27 Markov decision process 25 Markov decision processes 20 Revenue management 20 Decision 19 Entscheidung 19 Revenue-Management 19 Learning process 16 Lernprozess 16 Algorithm 15 Algorithmus 15 Hospital 14 Krankenhaus 14 Gesundheitsversorgung 12 Health care 12 Lagermanagement 12 Warehouse management 12 Learning 11 Simulation 11 Capacity planning 10 Kapazitätsplanung 10 Lernen 10 Patienten 10 Patients 10 Reinforcement learning 10
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Online availability
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Undetermined 181 Free 32 CC license 7
Type of publication
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Article 218 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
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Article in journal 193 Aufsatz in Zeitschrift 193 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Article 7 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 212 Undetermined 19 French 1
Author
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Ulmer, Marlin Wolf 17 Mattfeld, Dirk C. 11 Powell, Warren B. 11 Thomas, Barrett W. 9 Lunday, Brian J. 7 Robbins, Matthew J. 7 Nadarajah, Selvaprabu 6 Gocgun, Yasin 5 Sauré, Antoine 5 Barz, Christiane 4 Gönsch, Jochen 4 Hinz, Juri 4 Puterman, Martin L. 4 Soeffker, Ninja 4 Song, Haiqing 4 Brinkmann, Jan 3 Cataldo, Alejandro 3 Chen, Victoria C. P. 3 Ciocan, Dragos Florin 3 Diamant, Adam 3 Goodson, Justin C. 3 Gurvich, Itai 3 Hewitt, Mike 3 Jenkins, Phillip R. 3 Jiang, Daniel R. 3 Khademi, Amin 3 Klapp, Mathias A. 3 Kunnumkal, Sumit 3 Mes, Martijn 3 Ohlmann, Jeffrey W. 3 Patrick, Jonathan 3 Secomandi, Nicola 3 Spinler, Stefan 3 Springborn, Michael R. 3 Zhang, Dan 3 Zhang, Jian 3 AitSahlia, Farid 2 Aouad, Ali 2 Banerjee, Siddhartha 2 Bouzaiene-Ayari, Belgacem 2
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Institution
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Barcelona Graduate School of Economics (Barcelona GSE) 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics and Business, Universitat Pompeu Fabra 1
Published in...
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European journal of operational research : EJOR 41 Operations research 17 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 14 Computers & operations research : and their applications to problems of world concern ; an international journal 13 Management science : journal of the Institute for Operations Research and the Management Sciences 9 INFORMS journal on computing : JOC 8 International journal of production research 8 Transportation science 8 Manufacturing & service operations management : M & SOM 7 European Journal of Operational Research 6 Mathematics of operations research 6 Computers & operations research : an international journal 5 International journal of production economics 5 Transportation research / E : an international journal 5 Omega : the international journal of management science 4 Transportation research : an international journal 4 Working paper series 4 Computational Management Science 3 Health care management science 3 OR Spectrum 3 Operations research letters 3 Production and operations management : the flagship research journal of the Production and Operations Management Society 3 Central European journal of operations research 2 Faculty & research / Insead : working paper series 2 Health care management science : a new journal serving the international health care management community 2 Les cahiers du GERAD 2 Management Science 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 1 Business & information systems engineering : BISE ; the international journal of Wirtschaftsinformatik 1 Business Research 1 Business research 1 CIRANO Working Papers 1 Computational Management Science : CMS 1 Decision sciences : DS 1 EURO journal on transportation and logistics 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Health Care Management Science 1 INFOR : information systems and operational research 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1
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Source
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ECONIS (ZBW) 203 RePEc 20 EconStor 7 BASE 2
Showing 221 - 230 of 232
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Approximate dynamic programming with Bézier Curves/Surfaces for Top-percentile Traffic Routing
Grothey, Andreas; Yang, Xinan - In: European Journal of Operational Research 218 (2012) 3, pp. 698-707
Multi-homing is used by Internet Service Providers (ISPs) to connect to the Internet via different network providers. This study develops a routing strategy under multi-homing in the case where network providers charge ISPs according to top-percentile pricing (i.e. based on the θth highest...
Persistent link: https://www.econbiz.de/10011052572
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Approximate dynamic programming for capacity allocation in the service industry
Schütz, Hans-Jörg; Kolisch, Rainer - In: European Journal of Operational Research 218 (2012) 1, pp. 239-250
continuous-time Markov decision process and solved using simulation-based approximate dynamic programming (ADP) combined with a …
Persistent link: https://www.econbiz.de/10011052680
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Approximate dynamic programming algorithms for optimal dosage decisions in controlled ovarian hyperstimulation
He, Miao; Zhao, Lei; Powell, Warren B. - In: European Journal of Operational Research 222 (2012) 2, pp. 328-340
the dosage control problem in the COH treatment as a stochastic dynamic program and design approximate dynamic programming …
Persistent link: https://www.econbiz.de/10010871086
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Dynamic multi-appointment patient scheduling for radiation therapy
Sauré, Antoine; Patrick, Jonathan; Tyldesley, Scott; … - In: European Journal of Operational Research 223 (2012) 2, pp. 573-584
Seeking to reduce the potential impact of delays on radiation therapy cancer patients such as psychological distress, deterioration in quality of life and decreased cancer control and survival, and motivated by inefficiencies in the use of expensive resources, we undertook a study of scheduling...
Persistent link: https://www.econbiz.de/10010871137
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Comment améliorer la capacité de généralisation des algorithmes d'apprentissage pour la prise de décisions financières
Chapados, Nicolas; Bengio, Yoshua - Centre Interuniversitaire de Recherche en Analyse des … - 2003
This report presents and proposes several methods to improve the capacity of generalization of the learning algorithms in a context of financial decision-making. These methods, overall, aim at controlling the capacity of the learning algorithms in order to limit the problem of the over-training,...
Persistent link: https://www.econbiz.de/10005627170
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Strategic power plant investment planning under fuel and carbon price uncertainty
Geiger, Ansgar - 2011
investments under uncertainty. The application of interpolation-based stochastic dynamic programming and approximate dynamic … programming allows us to consider a greater variety of stochastic fuel and carbon price scenarios compared to other approaches. …
Persistent link: https://www.econbiz.de/10009434605
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Equivalence of Piecewise-Linear Approximation and Lagrangian Relaxation for Network Revenue Management
Kunnumkal, Sumit; Talluri, Kalyan - Barcelona Graduate School of Economics (Barcelona GSE) - 2011
approximate dynamic programming methods that approximate the value function by basis functions (both affine functions as well as …
Persistent link: https://www.econbiz.de/10010547475
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American option pricing under stochastic volatility: an efficient numerical approach
AitSahlia, Farid; Goswami, Manisha; Guha, Suchandan - In: Computational Management Science 7 (2010) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10008594127
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American option pricing under stochastic volatility: an empirical evaluation
AitSahlia, Farid; Goswami, Manisha; Guha, Suchandan - In: Computational Management Science 7 (2010) 2, pp. 189-206
Persistent link: https://www.econbiz.de/10008594131
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Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem
Nascimento, Juliana; Powell, Warren - In: Management Science 56 (2010) 5, pp. 801-815
problem, we propose a provably convergent approximate dynamic programming algorithm. We also adapt the algorithm to an online …
Persistent link: https://www.econbiz.de/10009197707
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