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Parallel and distributed computing for stochastic dual dynamic programming

Ávila, D.; Papavasiliou, A.; Löhndorf, Nils - In: Computational management science 19 (2022) 2, pp. 199-226

Persistent link: https://www.econbiz.de/10013262686

Solving Multi-Dimensional Dynamic Programming Problems Using Stochastic Grids and Nearest-Neighbor Interpolation

Almerud, Jakob - 2017

We propose two modifications to the method of endogenous grid points that greatly decreases the computational time for life cycle models with many exogenous state variables. First, we use simulated stochastic grids on the exogenous state variables. Second, when we interpolate to find the...

Persistent link: https://www.econbiz.de/10012961777

Meso-parametric value function approximation for dynamic customer acceptances in delivery routing

Ulmer, Marlin Wolf; Thomas, Barrett W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 183-195

Persistent link: https://www.econbiz.de/10012239514

Horizontal combinations of online and offline approximate dynamic programming for stochastic dynamic vehicle routing

Ulmer, Marlin Wolf - In: Central European journal of operations research 28 (2020) 1, pp. 279-308

Persistent link: https://www.econbiz.de/10012221871

Primal-dual value function approximation for stochastic dynamic intermodal transportation with eco-labels

Heinold, Arne; Meisel, Frank; Ulmer, Marlin Wolf - In: Transportation science 57 (2023) 6, pp. 1452-1472

Persistent link: https://www.econbiz.de/10014464457

A tutorial on value function approximation for stochastic and dynamic transportation

Heinold, Arne - In: 4OR : quarterly journal of the Belgian, French and … 22 (2024) 1, pp. 145-173

Persistent link: https://www.econbiz.de/10014531263

Value function gradient learning for large-scale multistage stochastic programming problems

Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae - In: European journal of operational research : EJOR 308 (2023) 1, pp. 321-335

Persistent link: https://www.econbiz.de/10014283043

Optimal production and admission control for a stochastic SOM system with demands for product and PSS

Wang, Kangzhou; Jiang, Zhibin; Li, Na; Geng, Na - In: International journal of production research 51 (2013) 23/24, pp. 7270-7288

Persistent link: https://www.econbiz.de/10010229337

A stochastic dynamic programming approach for multi-site capacity planning in TFT-LCD manufacturing under demand uncertainty

Lindley, James T.; Chen, Tzu-li; Chu, Hsiao-ching - In: International journal of production economics 148 (2014), pp. 21-36

Persistent link: https://www.econbiz.de/10010251555

Penalty-based algorithms for the stochastic obstacle scene problem

Aksakalli, Vural; Ari, Ibrahim - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 370-384

Persistent link: https://www.econbiz.de/10010362436