Approximate Dynamic Programming by Practical Examples

نویسندگان

  • Martijn Mes
  • Arturo Pérez Rivera
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximate Incremental Dynamic Analysis Using Reduction of Ground Motion Records

Incremental dynamic analysis (IDA) requires the analysis of the non-linear response history of a structure for an ensemble of ground motions, each scaled to multiple levels of intensity and selected to cover the entire range of structural response. Recognizing that IDA of practical structures is computationally demanding, an approximate procedure based on the reduction of the number of ground m...

متن کامل

OPTIMIZATION OF A PRODUCTION LOT SIZING PROBLEM WITH QUANTITY DISCOUNT

Dynamic lot sizing problem is one of the significant problem in industrial units and it has been considered by  many researchers. Considering the quantity discount in  purchasing cost is one of the important and practical assumptions in the field of inventory control models and it has been less focused in terms of stochastic version of dynamic lot sizing problem. In  this paper, stochastic dyn...

متن کامل

Portfolio Optimization with Position Constraints: an Approximate Dynamic Programming Approach

We analyze dynamic portfolio choice problems using an approximate dynamic programming (ADP) algorithm. We extend the algorithm to the case of constraints on borrowing and implement a duality-based simulation procedure for estimating bounds on the true value function. We demonstrate that the ADP solution exhibits a high degree of accuracy in the considered examples, indicating that this is a pro...

متن کامل

A numerical approach for optimal control model of the convex semi-infinite programming

In this paper, convex semi-infinite programming is converted to an optimal control model of neural networks and the optimal control model is solved by iterative dynamic programming method. In final, numerical examples are provided for illustration of the purposed method.

متن کامل

A Dynamic Programming Approach for Approximate Uniform Generation of Binary Matrices with Specified Margins

Consider the collection of all binary matrices having a specific sequence of row and column sums and consider sampling binary matrices uniformly from this collection. Practical algorithms for exact uniform sampling are not known, but there are practical algorithms for approximate uniform sampling. Here it is shown how dynamic programming and recent asymptotic enumeration results can be used to ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016