Approximate dynamic programming for stochastic resource allocation problems.
Ali ForootaniRaffaele IervolinoMassimo TipaldiJoshua NeilsonPublished in: IEEE CAA J. Autom. Sinica (2020)
Keyphrases
- approximate dynamic programming
- resource allocation problems
- stochastic dynamic programming
- resource allocation
- linear program
- dynamic programming
- reinforcement learning
- step size
- control policy
- linear programming
- resource constraints
- long run
- average cost
- policy iteration
- np hard
- function approximation
- control policies
- global optimization
- influence diagrams
- finite state
- multi objective
- search space
- machine learning