410 search results - page 2 / 82 » Analysis of stochastic dual dynamic programming method |
CPAIOR
2006
Springer
13 years 10 months ago
2006
Springer
We show that various duals that occur in optimization and constraint satisfaction can be classified as inference duals, relaxation duals, or both. We discuss linear programming, su...
MP
2006
13 years 6 months ago
2006
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
AI
2000
Springer
13 years 6 months ago
2000
Springer
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
SAGA
2005
Springer
13 years 11 months ago
2005
Springer
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 ...
AUTOMATICA
2008
13 years 6 months ago
2008
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...