Feature Article - Merging AI and OR to Solve High-Dimensional Stochastic Optimization Problems Using Approximate Dynamic Programming.
Warren B. PowellPublished in: INFORMS J. Comput. (2010)
Keyphrases
- approximate dynamic programming
- stochastic optimization problems
- high dimensional
- linear program
- random variables
- stochastic dynamic programming
- reinforcement learning
- step size
- dynamic programming
- feature vectors
- data mining
- machine learning
- linear programming
- sufficient conditions
- average cost
- stochastic processes
- control policy
- control policies
- feature space