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» Learning for stochastic dynamic programming
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ETAI
2000
84views more  ETAI 2000»
14 years 9 months ago
Learning Stochastic Logic Programs
Stochastic logic programs combine ideas from probabilistic grammars with the expressive power of definite clause logic; as such they can be considered as an extension of probabili...
Stephen Muggleton
ORL
2008
115views more  ORL 2008»
14 years 9 months ago
On the convergence of stochastic dual dynamic programming and related methods
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...
Andrew B. Philpott, Z. Guan
AAAI
2004
14 years 11 months ago
Dynamic Programming for Partially Observable Stochastic Games
We develop an exact dynamic programming algorithm for partially observable stochastic games (POSGs). The algorithm is a synthesis of dynamic programming for partially observable M...
Eric A. Hansen, Daniel S. Bernstein, Shlomo Zilber...
CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
15 years 4 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
94
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CCE
2004
14 years 9 months ago
Dynamic programming in a heuristically confined state space: a stochastic resource-constrained project scheduling application
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