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Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...

Pu Li, Harvey Arellano-Garcia, Günter Wozny

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CCE
2004

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Dynamic programming in a heuristically confined state space: a stochastic resource-constrained project scheduling application

14 years 9 months ago

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The Resource-Constrained Project Scheduling Problem(RCPSP) is a significant challenge in highly regulated industries, such as pharmaceuticals and agrochemicals, where a large numb...

Jaein Choi, Matthew J. Realff, Jay H. Lee

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NIPS
1993

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Convergence of Stochastic Iterative Dynamic Programming Algorithms

14 years 10 months ago

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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...

Tommi Jaakkola, Michael I. Jordan, Satinder P. Sin...

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CCE
2004

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An algorithmic framework for improving heuristic solutions: Part II. A new version of the stochastic traveling salesman problem

14 years 9 months ago

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The algorithmic framework developed for improving heuristic solutions of the new version of deterministic TSP [Choi et al., 2002] is extended to the stochastic case. To verify the...

Jaein Choi, Jay H. Lee, Matthew J. Realff

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