Approximate Dynamic Programming via a Smoothed Linear Program.

Vijay V. Desai Vivek F. Farias Ciamac Cyrus Moallemi

Published in: Oper. Res. (2012)

Keyphrases

approximate dynamic programming
linear program
linear programming
semi infinite
optimal solution
mixed integer
dynamic programming
column generation
factored mdps
np hard
mixed integer linear program
objective function
integer program
interior point methods
average cost
simplex algorithm
special case