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» Learning for stochastic dynamic programming
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AIPS
2006
13 years 6 months ago
Combining Stochastic Task Models with Reinforcement Learning for Dynamic Scheduling
We view dynamic scheduling as a sequential decision problem. Firstly, we introduce a generalized planning operator, the stochastic task model (STM), which predicts the effects of ...
Malcolm J. A. Strens
AOR
2010
13 years 2 months ago
Speeding up Stochastic Dynamic Programming with Zero-Delay Convolution
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
Brian C. Dean
SAGA
2005
Springer
13 years 10 months ago
Dynamic Facility Location with Stochastic Demands
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
Martin Romauch, Richard F. Hartl
MP
2008
117views more  MP 2008»
13 years 4 months ago
Stochastic programming approach to optimization under uncertainty
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
Alexander Shapiro
NIPS
1996
13 years 6 months ago
Reinforcement Learning for Dynamic Channel Allocation in Cellular Telephone Systems
In cellular telephone systems, an important problem is to dynamically allocate the communication resource channels so as to maximize service in a stochastic caller environment. Th...
Satinder P. Singh, Dimitri P. Bertsekas