Aggregation in Dynamic Programming
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DOI: 10.1287/opre.35.2.215
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Cited by:
- Benjamin Van Roy, 2006. "Performance Loss Bounds for Approximate Value Iteration with State Aggregation," Mathematics of Operations Research, INFORMS, vol. 31(2), pages 234-244, May.
- Torpong Cheevaprawatdomrong & Irwin E. Schochetman & Robert L. Smith & Alfredo Garcia, 2007. "Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes," Mathematics of Operations Research, INFORMS, vol. 32(1), pages 51-72, February.
- Chevalier, Philippe & Lamas, Alejandro & Lu, Liang & Mlinar, Tanja, 2015.
"Revenue management for operations with urgent orders,"
European Journal of Operational Research, Elsevier, vol. 240(2), pages 476-487.
- LAMAS, Alejandro & MLINAR, Tanja & CHEVALIER, Philippe, 2013. "Revenue management for operations with urgent orders," LIDAM Discussion Papers CORE 2013046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- CHEVALIER, Philippe & LAMAS, Alejandro & LU, Lian & MLINAR, Tanja, 2015. "Revenue management for operations with urgent orders," LIDAM Reprints CORE 2628, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ryan, Sarah M., 1998. "Forecast frequency in rolling horizon hedging heuristics for capacity expansion," European Journal of Operational Research, Elsevier, vol. 109(3), pages 550-558, September.
- Murwan Siddig & Yongjia Song, 2022. "Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse," Computational Optimization and Applications, Springer, vol. 81(1), pages 201-250, January.
- Ali Fattahi & Sriram Dasu & Reza Ahmadi, 2023. "Peak-Load Energy Management by Direct Load Control Contracts," Management Science, INFORMS, vol. 69(5), pages 2788-2813, May.
- James C. Bean & Jack R. Lohmann & Robert L. Smith, 1994. "Equipment replacement under technological change," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(1), pages 117-128, February.
- Michael Z. Spivey & Warren B. Powell, 2004. "The Dynamic Assignment Problem," Transportation Science, INFORMS, vol. 38(4), pages 399-419, November.
- Suresh Chand & Vernon Ning Hsu & Suresh Sethi, 2002. "Forecast, Solution, and Rolling Horizons in Operations Management Problems: A Classified Bibliography," Manufacturing & Service Operations Management, INFORMS, vol. 4(1), pages 25-43, September.
- Selvaprabu Nadarajah & Andre A. Cire, 2020. "Network-Based Approximate Linear Programming for Discrete Optimization," Operations Research, INFORMS, vol. 68(6), pages 1767-1786, November.
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Keywords
114 state aggregation; 621 aggregation in dynamic programming;Statistics
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