A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem.
Kalyanam KrishnamoorthySwaroop DarbhaMyoungkuk ParkMeir PachterPhillip R. ChandlerDavid W. CasbeerPublished in: Infotech@Aerospace (2012)
Keyphrases
- lower bounding
- linear programming
- stochastic control
- mathematical programming
- branch and bound algorithm
- queueing systems
- optimal control
- lower bound
- control problems
- dynamic time warping
- np hard
- multi step
- operations management
- optimal solution
- dynamic programming
- lower and upper bounds
- brownian motion
- objective function
- similarity search
- upper bound
- branch and bound
- euclidean distance
- edit distance
- queueing networks
- quadtree
- stochastic process
- multiscale
- partial differential equations
- special case
- reinforcement learning