27 search results - page 1 / 6 » On the convergence of stochastic dual dynamic programming an... |
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...
EOR
2011
12 years 11 months ago
2011
NIPS
1993
13 years 6 months ago
1993
Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control of Markovian environments. These algorithms,includ...
AAAI
2011
12 years 4 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...
MP
2002
13 years 4 months ago
2002
We revise the Volume Algorithm (VA) for linear programming and relate it to bundle methods. When first introduced, VA was presented as a subgradient-like method for solving the ori...