Investigation on Energetic Optimization Problems of Stochastic Thermodynamics with Iterative Dynamic Programming

Convergence of Stochastic Iterative Dynamic Programming Algorithms

Increasing attention has recently been paid to algorithms based on dynamic programming (DP) due to the suitability of DP for learning problems involving control. In stochastic environments where the system being controlled is only incompletely known, however, a unifying theoretical account of these methods has been missing. In this paper we relate DP-based learning algorithms to the powerful te...

A Mathematical Programming Approach to Stochastic and Dynamic Optimization Problems

We survey a new approach that the author and his co-workers have developed to formulate generic stochastic and dynamic optimization problems as mathematical programming problems. The approach has two components: (a) it produces bounds on the performance of an optimal policy, and (b) it develops techniques to construct optimal or near-optimal policies. The central idea for developing bounds is t...

On the Convergence of Stochastic Iterative Dynamic Programming Algorithms

Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control of Markovian environments These algorithms including the TD algo rithm of Sutton and the Q learning algorithm of Watkins can be motivated heuristically as approximations to dynamic program ming DP In this paper we provide a rigorous proof of convergence of these DP ba...

Stochastic Programming Approach to Multiobjective Optimization Problems with Random Element

Sustainable Management of Saravan Sylvan Park Using Stochastic Dynamic Programming

The present study sustainable management of Guilan Saravan Sylvan Park was planned. The used method in the form of decision support model in three10-year period was studied for parks of various states and with considering the economic, ecological and social criteria during the years 2008 to 2038. By using hierarchical fuzzy analysis method, the reaching to an optimal level of economic, ecologic...