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  • Search: subject:"Approximate dynamic programming"
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Year of publication
Subject
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Dynamic programming 195 Dynamische Optimierung 194 Mathematical programming 153 Mathematische Optimierung 153 Theorie 138 Theory 138 Approximate dynamic programming 112 approximate dynamic programming 99 Stochastic process 49 Stochastischer Prozess 49 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 Decision 19 Entscheidung 19 Revenue management 19 Revenue-Management 19 Learning process 16 Lernprozess 16 Algorithm 15 Algorithmus 15 Hospital 14 Krankenhaus 14 Gesundheitsversorgung 12 Health care 12 Lagermanagement 11 Learning 11 Simulation 11 Warehouse management 11 Capacity planning 10 Kapazitätsplanung 10 Lernen 10 Patienten 10 Patients 10 Risiko 10
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Online availability
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Undetermined 180 Free 28 CC license 7
Type of publication
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Article 214 Book / Working Paper 12 Other 1
Type of publication (narrower categories)
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Article in journal 192 Aufsatz in Zeitschrift 192 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Working Paper 8 Article 4 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 207 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 Hinz, Juri 4 Puterman, Martin L. 4 Soeffker, Ninja 4 Song, Haiqing 4 Barz, Christiane 3 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 Gönsch, Jochen 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 Transportation research / E : an international journal 5 International journal of production economics 4 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 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 Interfaces : the INFORMS journal on the practice of operations research 1
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Source
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ECONIS (ZBW) 201 RePEc 20 EconStor 4 BASE 2
Showing 221 - 227 of 227
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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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Allocation Models and Heuristics for the Outsourcing of Repairs for a Dynamic Warranty Population
Ding, Li; Glazebrook, Kevin D.; Kirkbride, Christopher - In: Management Science 54 (2008) 3, pp. 594-607
We consider a scenario in which a large equipment manufacturer wishes to outsource the work involved in repairing purchased goods while under warranty. Several external service vendors are available for this work. We develop models and analyses to support decisions concerning how responsibility...
Persistent link: https://www.econbiz.de/10009204231
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Price-Directed Replenishment of Subsets: Methodology and Its Application to Inventory Routing
Adelman, Daniel - In: Manufacturing & Service Operations Management 5 (2003) 4, pp. 348-371
The idea of price-directed control is to use an operating policy that exploits optimal dual prices from a mathematical programming relaxation of the underlying control problem. We apply it to the problem of replenishing inventory to subsets of products/locations, such as in the distribution of...
Persistent link: https://www.econbiz.de/10009218529
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