410 search results - page 1 / 82 » Analysis of stochastic dual dynamic programming method |
EOR
2011
13 years 13 days ago
2011
ORL
2008
13 years 4 months ago
2008
We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness o...
SIAMJO
2002
13 years 5 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
AAAI
2011
12 years 5 months ago
2011
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
NIPS
1996
13 years 6 months ago
1996
Model learning combined with dynamic programming has been shown to be e ective for learning control of continuous state dynamic systems. The simplest method assumes the learned mod...