Modeling time-dependent randomness in stochastic dual dynamic programming.
Nils LöhndorfAlexander ShapiroPublished in: Eur. J. Oper. Res. (2019)
Keyphrases
- dynamic programming
- stochastic models
- reinforcement learning
- stereo matching
- probability distribution
- state space
- single machine
- linear programming
- forward and backward
- stochastic optimization
- lagrangian relaxation
- stochastic model
- primal dual
- optimal control
- linear program
- neural network
- bayesian networks
- information systems
- genetic algorithm
- machine learning
- data mining