Joint chance-constrained dynamic programming.
Masahiro OnoYoshiaki KuwataJ. BalaramPublished in: CDC (2012)
Keyphrases
- chance constrained
- dynamic programming
- knapsack problem
- stochastic programming
- multistage
- robust optimization
- linear program
- chance constraints
- computationally tractable
- chance constrained programming
- linear programming
- markov decision processes
- optimal policy
- optimal control
- special case
- reverse logistics
- mathematical programming
- reinforcement learning
- greedy algorithm
- third party
- np hard