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鲁东大学运筹学课件 Lecture-Dynamic Programming。
Min-max approximate dynamic programming
Dynamic planning policy dynamic system the noise the approximation function
2015/8/7
In this paper we describe an approximate dynamic programming policy for a discrete-time dynamical system perturbed by noise. The approximate value function is the pointwise supremum of a family of low...
Approximate dynamic programming via iterated Bellman inequalities
Convex Optimization Dynamic Programming Stochastic Control
2015/8/7
In this paper we introduce new methods for finding functions that lower bound the value function of a stochastic control problem, using an iterated form of the Bellman inequality. Our method is based ...
Quadratic approximate dynamic programming for input-affine systems
approximate dynamic programming stochastic control convex optimization
2015/8/7
We consider the use of quadratic approximate value functions for stochastic control problems with input-affine dynamics and convex stage cost and constraints. Evaluating the approximate dynamic progra...
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
Dynamic programming principle stochastic games Isaacs equation
2012/5/9
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a...
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
Dynamic programming principle stochastic games Isaacs equation
2012/5/9
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a...
Approximate group context tree: applications to dynamic programming and dynamic choice models
categorical time series group context tree dynamic discrete choice models dynamic programming model selection VLMC
2011/9/29
Abstract: The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities....
Dynamic programming based algorithms for set multicover and multiset
Set multicover Multiset multicover Inclusionexclusion Dynamic programming Algorithm
2012/11/30
Given a universe N containing n elements and a collection of multisets or sets over N, the multiset multicover (MSMC) problem or the set multicover (SMC) problem is to cover all elements at least a nu...
Asymptotic Properties of Optimal Trajectories in Dynamic Programming
Asymptotic Properties of Optimal Trajectories Dynamic Programming
2011/2/25
We show in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We anal...
Relationship Between Dynamic Programming and the Maximum Principle under State Constraints
Dynamic Programming Maximum Principle State Constraints
2009/1/22
Bellman's dynamic programming and Pontryagin's maximum principle are two basic tools for studying optimal control theory. We consider the optimal control problem under state constraints and examine th...
A common fixed point theorem and its application in dynamic programming
Common fixed point contractive type mappings
2010/9/10
A common fixed point theorem for certain contractive type mappings is presented in this paper. As an application, the existence and uniqueness of common solution for a system of functional equations a...
Common fixed point theorems with applications in dynamic programming
Common fixed point compatible mappings of type
2010/9/14
In this paper, the concepts of compatible mappings of type (A) and type (P) are introduced in an induced metric space, two common fixed point theorems for two pairs of compatible mappings of type (A) ...
