𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic scheduling with event-based dynamic programming

✍ Scribed by Ger Koole


Publisher
Springer
Year
2000
Tongue
English
Weight
120 KB
Volume
51
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stochastic dynamic programming with fact
✍ Craig Boutilier; Richard Dearden; MoisΓ©s Goldszmidt πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 634 KB

Markov decision processes (MDPs) have proven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, statebased specifications and computations. To alleviate the combinatorial problems associated with such methods, we propo

A simulation-based approach to stochasti
✍ Nicholas G. Polson; Morten Sorensen πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 492 KB πŸ‘ 2 views

## Abstract In this paper we develop a simulation‐based approach to stochastic dynamic programming. To solve the Bellman equation we construct Monte Carlo estimates of __Q__‐values. Our method is scalable to high dimensions and works in both continuous and discrete state and decision spaces while a