On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming.
Daniela Pucci de FariasBenjamin Van RoyPublished in: Math. Oper. Res. (2004)
Keyphrases
- approximate dynamic programming
- linear program
- linear programming
- dynamic programming
- stochastic dynamic programming
- linear arithmetic constraints
- dual variables
- optimal solution
- average cost
- np hard
- policy iteration
- objective function
- monte carlo
- evolutionary algorithm
- reinforcement learning
- sensitivity analysis
- constraint propagation
- model checking
- simulated annealing
- search algorithm