A geometric slicing lower bound for average-cost dynamic programming.
Se Yong ParkAnant SahaiPublished in: CDC (2013)
Keyphrases
- average cost
- dynamic programming
- lower bound
- markov decision processes
- infinite horizon
- optimal policy
- optimal control
- linear programming
- multistage
- upper bound
- approximate dynamic programming
- lagrangian relaxation
- long run
- markov decision chains
- markov decision problems
- finite horizon
- finite number
- branch and bound algorithm
- linear program
- finite state
- state space
- optimal solution
- branch and bound
- objective function
- production planning
- stereo matching
- lower and upper bounds
- total cost
- initial state
- control policy
- stationary policies
- np hard
- greedy algorithm
- worst case
- inventory models
- holding cost
- data mining
- decision problems
- reinforcement learning
- lot sizing
- single machine
- action sets
- policy iteration
- integer programming
- knapsack problem
- risk sensitive
- learning algorithm
- real time