508 search results - page 17 / 102 » Learning for stochastic dynamic programming |
EOR
2006
15 years 1 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
113
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WSC
2008
15 years 4 months ago
2008
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
120
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IJCAI
2001
15 years 3 months ago
2001
We present a dynamic programming approach for the solution of first-order Markov decisions processes. This technique uses an MDP whose dynamics is represented in a variant of the ...
109
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AAAI
2006
15 years 3 months ago
2006
We introduce point-based dynamic programming (DP) for decentralized partially observable Markov decision processes (DEC-POMDPs), a new discrete DP algorithm for planning strategie...
121
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ICIP
2003
IEEE
15 years 7 months ago
2003
IEEE
We propose a new algorithm for the real-time control of an interframe video coder operating with a variable rate channel such as wireless channels or the Internet. Using technique...