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A fully adaptive framework for continuous-state stochastic dynamic programming

delete2025-06-11
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PRE
AI
A
Amith Viswanatha
V
Victoria C. P. Chen
DOI：10.1016/j.cor.2025.107160delete
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摘要

摘要

En 中文
• 提出了一种新颖的自适应动态规划方法，用于求解高维、连续状态、多阶段、随机动态规划（SDP）问题。 • 介绍了一种具有独特能力的分析方法，能够自动且自适应地识别用于SDP问题未来值函数近似的策略空间、样本量以及统计模型结构。 • 通过一个九维库存预测问题，展示了所提出方法的有效性和效率。

期刊

C
Computers and Operations Research
IF:
4.3
论文数:
6.5K
被引数:
1.8W

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