Bibliography: p. 31-32.This work was sponsored by the Office of Naval Research under contract no. N00014-84-K-0577by Dimitri P. Bertsekas, David A. Castañon
AbstractA global convergence of a class of iterative aggregation/disaggregation methods is presented...
Multistage stochastic programs have applications in many areas and support policy makers in finding ...
Multistage stochastic programs have applications in many areas and support policy makers in finding ...
"July 1988."Includes bibliographical references.Work supported by the Office of Naval Research under...
We propose a class of iterative aggregation algorithms for solving infinite horizon dynamic programm...
"Proceedings of the 25th IEEE Conferecne on Decision and Control, Athens, Greece, December 1986."Bib...
Abstract — Dynamic programming suffers the “curse of di-mensionality ” when it is employed for compl...
This paper proposes a novel method that enhances numerical approximation of infinite horizon optimal...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
An iterative aggregation procedure is described for solving large scale, finite state, finite action...
Cataloged from PDF version of article.This paper proposes a novel method that enhances numerical app...
We propose a time aggregation approach for the solution of infinite horizon average cost Markov deci...
Abstract. Iterative aggregation/disaggregation methods (IAD) for computation stationary probability ...
Building on the receding horizon approach by Hernandez-Lerma andLasserre in solving Markov decision ...
AbstractA global convergence of a class of iterative aggregation/disaggregation methods is presented...
Multistage stochastic programs have applications in many areas and support policy makers in finding ...
Multistage stochastic programs have applications in many areas and support policy makers in finding ...
"July 1988."Includes bibliographical references.Work supported by the Office of Naval Research under...
We propose a class of iterative aggregation algorithms for solving infinite horizon dynamic programm...
"Proceedings of the 25th IEEE Conferecne on Decision and Control, Athens, Greece, December 1986."Bib...
Abstract — Dynamic programming suffers the “curse of di-mensionality ” when it is employed for compl...
This paper proposes a novel method that enhances numerical approximation of infinite horizon optimal...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
An iterative aggregation procedure is described for solving large scale, finite state, finite action...
Cataloged from PDF version of article.This paper proposes a novel method that enhances numerical app...
We propose a time aggregation approach for the solution of infinite horizon average cost Markov deci...
Abstract. Iterative aggregation/disaggregation methods (IAD) for computation stationary probability ...
Building on the receding horizon approach by Hernandez-Lerma andLasserre in solving Markov decision ...
AbstractA global convergence of a class of iterative aggregation/disaggregation methods is presented...
Multistage stochastic programs have applications in many areas and support policy makers in finding ...
Multistage stochastic programs have applications in many areas and support policy makers in finding ...