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A linear programming methodology for approximate dynamic programming
International Journal of Applied Mathematics and Computer Science, 2020 The linear programming (LP) approach to solve the Bellman equation in dynamic programming is a well-known option for finite state and input spaces to obtain an exact solution.
Díaz Henry +2 more
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Markdown Optimization via Approximate Dynamic Programming [PDF]
International Journal of Computational Intelligence Systems, 2013 We consider the markdown optimization problem faced by the leading apparel retail chain. Because of substitution among products the markdown policy of one product affects the sales of other products. Therefore, markdown policies for product groups having
Özlem Coşgun +2 more
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Approximate Dynamic Programming for Ambulance Redeployment [PDF]
INFORMS Journal on Computing, 2010 We present an approximate dynamic programming approach for making ambulance redeployment decisions in an emergency medical service system. The primary decision is where we should redeploy idle ambulances so as to maximize the number of calls reached within a delay threshold. We begin by formulating this problem as a dynamic program.
Huseyin Topaloğlu, Shane Henderson
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Bayesian Exploration for Approximate Dynamic Programming
Operations Research, 2019 Approximate dynamic programming has been applied to solve large-scale resource allocation problems in many domains, including transportation, energy, and healthcare. The main algorithmic challenge in these applications is to accurately estimate the value of a resource in a certain state (for example, a battery that is half full, or a truck en route to
Martijn Mes +2 more
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Approximate Dynamic Programming Based Control of Proppant Concentration in Hydraulic Fracturing
Mathematics, 2018 Hydraulic fracturing has played a crucial role in enhancing the extraction of oil and gas from deep underground sources. The two main objectives of hydraulic fracturing are to produce fractures with a desired fracture geometry and to achieve the target ...
Harwinder Singh Sidhu +2 more
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Approximate Dynamic Programming via a Smoothed Linear Program [PDF]
Operations Research, 2012 We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically relied on a natural “projection” of a well-studied linear program for exact dynamic programming.
Ciamac Moallemi +2 more
exaly +5 more sources
Algorithms of approximate dynamic programming for hydro scheduling [PDF]
E3S Web of Conferences, 2020 In hydro scheduling, unit commitment is a complex sub-problem. This paper proposes a new approximate dynamic programming technique to solve unit commitment.
Parvez Iram, Shen Jianjian
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Contested logistics simulation output analysis with approximate dynamic programming: a proposed methodology [PDF]
Journal of Defense Analytics and Logistics, 2022 Purpose – Rapid sensitivity analysis and near-optimal decision-making in contested environments are valuable requirements when providing military logistics support.
Matthew Powers, Brian O'Flynn
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Approximation Limitations of Pure Dynamic Programming [PDF]
SIAM Journal on Computing, 2020 We prove the first, even super-polynomial, lower bounds on the size of tropical (min,+) and (max,+) circuits approximating given optimization problems. Many classical dynamic programming (DP) algorithms for optimization problems are pure in that they only use the basic min, max, + operations in their recursion equations.
Stasys Jukna, Hannes Seiwert
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An approximate dynamic programming method for unit-based small hydropower scheduling
Frontiers in Energy Research, 2022 Hydropower will become an important power source of China’s power grids oriented to carbon neutral. In order to fully exploit the potential of water resources and achieve low-carbon operation, this paper proposes an approximate dynamic programming (ADP ...
Yueyang Ji, Hua Wei
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