Search Results - subject:"DYNAMIC PROGRAMMING"

A lifted-space dynamic programming algorithm for the Quadratic Knapsack Problem

Djeumou Fomeni, Franklin - 2021

Persistent link: https://www.econbiz.de/10012588051

Disequilibrium play in tennis

Anderson, Axel; Rosen, Jeremy; Rust, John; Wong, Kin-Ping - 2021

Persistent link: https://www.econbiz.de/10012549732

Pricing climate risk

Jensen, Svenn; Traeger, Christian - 2021

optimal carbon tax in a stochastic dynamic programming implementation of an integrated assessment model of climate change. We …

Persistent link: https://www.econbiz.de/10012597858

Polynomial-time algorithms for single resource stochastic capacity expansion models with lost sales

Taghavi, Majid; Huang, Kai; Golmohammadi, Amirmohsen - In: INFOR : information systems and operational research 59 (2021) 4, pp. 572-591

Persistent link: https://www.econbiz.de/10012697806

Crowdshipping: an open VRP variant with stochastic destinations

Torres, Fabian; Genreau, Michel; Rei, Walter - 2021

Persistent link: https://www.econbiz.de/10012703949

Risk, risk aversion, and agricultural technology adoption : a novel valuation method based on real options and inverse stochastic dominance

Spiegel, Alisa; Britz, Wolfgang; Finger, Robert - In: Q open : a journal of agricultural, climate, … 1 (2021) 2, pp. 1-26

Risk and risk preferences belong to the key determinants of investment-based technology adoption in agriculture. We develop and apply a novel approach in which an inverse second order stochastic dominance approach is integrated into a stochastic dynamic farm-level model to quantify the effect of...

Persistent link: https://www.econbiz.de/10013327948

Bellman filtering for state-space models

Lange, Rutger-Jan - 2021 - Revision: 8 January 2021

This article presents a new filter for state-space models based on Bellman's dynamic programming principle applied to …

Persistent link: https://www.econbiz.de/10012264983

A review of approximate dynamic programming applications within military operations research

Rempel, M.; Cai, J. - In: Operations research perspectives 8 (2021), pp. 1-15

problem is dynamic programming; however its usefulness is limited due to the curse of dimensionality and the curse of … years the use of Approximate Dynamic Programming (ADP), known as reinforcement learning in many disciplines, to solve these …

Persistent link: https://www.econbiz.de/10012697432

Dynamic inventory repositioning in on-demand rental networks

Benjaafar, Saif; Jiang, Daniel; Li, Xiang; Li, Xiaobo - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 7861-7878

Persistent link: https://www.econbiz.de/10014279436

A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems

Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative Economics 14 (2023) 2, pp. 651-687

We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...

Persistent link: https://www.econbiz.de/10014536964