Approximate dynamic programming for high-dimensional resource allocation problems

Warren Buckler Powell; Benjamin Van Roy

doi:10.1109/9780470544785.ch10

Approximate dynamic programming for high-dimensional resource allocation problems

Warren Buckler Powell, Benjamin Van Roy

Research output: Chapter in Book/Report/Conference proceeding › Chapter

25 Scopus citations

Abstract

This chapter focuses on presenting a mathematical model for dynamic resource allocation problems and reviews computational methods including approximate dynamic programming that address them. Results from numerical examples are presented to illustrate the potential of ADP for addressing these complex problems.

Original language	English (US)
Title of host publication	Handbook of Learning and Approximate Dynamic Programming
Publisher	Wiley-IEEE Press
Pages	261-283
Number of pages	23
ISBN (Electronic)	9780470544785
ISBN (Print)	047166054X, 9780471660545
DOIs	https://doi.org/10.1109/9780470544785.ch10
State	Published - Jan 1 2004

All Science Journal Classification (ASJC) codes

General Computer Science

Keywords

Cities and towns
Driver circuits
Dynamic programming
Dynamic scheduling
Heuristic algorithms
Mathematical model
Resource management

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10.1109/9780470544785.ch10

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title = "Approximate dynamic programming for high-dimensional resource allocation problems",

abstract = "This chapter focuses on presenting a mathematical model for dynamic resource allocation problems and reviews computational methods including approximate dynamic programming that address them. Results from numerical examples are presented to illustrate the potential of ADP for addressing these complex problems.",

keywords = "Cities and towns, Driver circuits, Dynamic programming, Dynamic scheduling, Heuristic algorithms, Mathematical model, Resource management",

author = "Powell, {Warren Buckler} and {Van Roy}, Benjamin",

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KW - Driver circuits

KW - Dynamic programming

KW - Dynamic scheduling

KW - Heuristic algorithms

KW - Mathematical model

KW - Resource management

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EP - 283

BT - Handbook of Learning and Approximate Dynamic Programming

PB - Wiley-IEEE Press

ER -

Approximate dynamic programming for high-dimensional resource allocation problems

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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