Sampled fictitious play for multi-action stochastic dynamic programs

Sampled fictitious play for multi-action stochastic dynamic programs

We introduce a class of finite-horizon dynamic optimization problems that we call multi-action stochastic dynamic programs (DPs). Their distinguishing feature is that the decision in each state is a multi-dimensional vector. These problems can in principle be solved using Bellman's backward rec...

Saved in:

書目詳細資料
Main Authors:	Ghate, Archis, CHENG, Shih-Fen, Baumert, Stephen, Reaume, Daniel, Sharma, Dushyant, Smith, Robert L.
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2014
主題:	Approximate dynamic programming game theory operations management Computer Sciences Operations Research, Systems Engineering and Industrial Engineering
在線閱讀:	https://ink.library.smu.edu.sg/sis_research/1982 https://ink.library.smu.edu.sg/context/sis_research/article/2981/viewcontent/multi_action_stochastic_DP_final_production.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Learning Best Reply Evaluations in the Sample Fictitious Play Algorithm
由: CHENG, Shih-Fen
出版: (2007)

A state aggregation approach for stochastic multiperiod last-mile ride-sharing problems
由: AGUSSURJA, Lucas, et al.
出版: (2019)

Enabling sustainable freight forwarding network via collaborative games
由: TAN, Pang Jin, et al.
出版: (2024)

Risk-sensitive stochastic orienteering problems for trip optimization in urban environments
由: VARAKANTHAM, Pradeep, et al.
出版: (2018)

A Complex Two Unit System with Stochastic Demand
由: MOOSA, Sharafali, et al.
出版: (1988)

Dynamic stochastic matching under limited time
由: ALI, Aouad, et al.
出版: (2022)

The Total Sojourn Time Distribution in a Stochastic Compartmental Model
由: PARTHASARATHY, P. R., et al.
出版: (1989)

Time-inconsistent stochastic linear-quadratic control in continuous time
由: Song, Wan Jing
出版: (2021)

Technical Note: Data-driven newsvendor problem: Performance of the sample average approximation
由: LIN, Meichun, et al.
出版: (2022)

Distributing complementary resources across multiple periods with stochastic demand
由: CHENG, Shih-Fen, et al.
出版: (2008)

Understanding service provider behavior in the pre-purchase phase of service encounter in a high contact customer-oriented service system: Using a game-based simulation experiment approach
由: Red, Rachelle Parentela
出版: (2012)

Efficient ignorance : information heterogeneity in a queue
由: Hu, Ming, et al.
出版: (2020)

An extension of the Christofides heuristic for the generalized multiple depot multiple traveling salesmen problem
由: XU, Zhou, et al.
出版: (2017)

The stochastic root-finding problem: Overview, solutions, and open questions
由: Pasupathy, R., et al.
出版: (2014)

A Dynamic Programming Approach to Achieving an Optimal End State along a Serial Production Line
由: CHENG, Shih-Fen, et al.
出版: (2013)

Reasons why massive multiplayer online role playing games continue to play excessively
由: Arboleda, Sarah Michal G., et al.
出版: (2012)

Games Filipino children play
由: Caguiat, Enrique, et al.
出版: (1980)

Stochastic Optimization Problems with CVaR Risk Measure and Their Sample Average Approximation
由: Meng, F.W., et al.
出版: (2013)

Two can play that game: An adversarial evaluation of a cyber-alert inspection system
由: SHAH, Ankit, et al.
出版: (2020)

An algorithm for solving certain large scale sparse linear systems
由: Ong, H.L.
出版: (2014)

Robust two-stage stochastic linear programs with moment constraints
由: GAO, Sarah Yini, et al.
出版: (2014)

Managing stochastic bucket brigades on discrete work stations
由: WANG, Peng, et al.
出版: (2022)

On Some Stochastic Models in Air Transport
由: MOOSA, Sharafali, et al.
出版: (2008)

Designing the Market Game for a Commodity Trading Simulation
由: CHENG, Shih-Fen
出版: (2007)

Game-Theoretic Approaches for Complex Systems Optimization
由: CHENG, Shih-Fen
出版: (2007)

Combating child labor: Incentives and information disclosure in global supply chains
由: CHO, Soo-Haeng, et al.
出版: (2019)

Dynamic Stochastic Orienteering Problems for Risk-Aware Applications
由: LAU, Hoong Chuin, et al.
出版: (2012)

Dynamic Programming Approximations for Partially Observable Stochastic Games
由: KUMAR, Akshat, et al.
出版: (2009)

Optimization of the visa process flow of the Philippine Consulate General in Guangzhou: Researching in action within the organization
由: Borres, Bruce Alvin
出版: (2023)

Wired and Ready for Action
由: Singapore Management University
出版: (2014)

Quadratic two-stage stochastic optimization with coherent measures of risk
由: SUN, Jie, et al.
出版: (2018)

An insiders look into standardization of vendor selection process: A management action research proposal for XYZ Company
由: Capuyan, Daniel Teodorico C.
出版: (2015)

Stochastic knapsack revisited: The service level perspective
由: LYU, Guodong, et al.
出版: (2022)

A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure
由: Meng, F., et al.
出版: (2014)

Solving large-scale extensive-form network security games via neural fictitious self-play
由: XUE, Wanqi, et al.
出版: (2021)

An integrative action research on implementing a customer relationship management (CRM) for effective lead maintenance, account management, and after-sales documentation
由: Bibi, Aibar Rabi Rashad
出版: (2023)

Service Pricing When Customers Collude
由: Jin Chen, et al.
出版: (2019)

Combating Strategic Counterfeiters in Licit and Illicit Supply Chains
由: CHO, Soo-Haeng, et al.
出版: (2015)

Converting counterfeiters in emerging markets to authorized suppliers: A new anti-counterfeiting measure
由: LU, Liling, et al.
出版: (2025)

A 3/2-Approximation Algorithm for the Multiple TSP with a Fixed Number of Depots
由: XU, Zhou, et al.
出版: (2010)