搜索结果: 1-15 共查到“Dynamic Programming”相关记录15条 . 查询时间(0.183 秒)
华南理工大学数据结构与算法课件Chapter13 Dynamic Programming
华南理工大学 数据结构 算法 课件 Chapter13 Dynamic Programming
2019/4/11
华南理工大学数据结构与算法课件Chapter13 Dynamic Programming。
Determining the optimal selling time of cattle:A stochastic dynamic programming approach
decision analysis farm management simulation
2016/11/11
The world meat market demands competitiveness, and optimal livestock replacement decisions can help to achieve this goal. In the article, there is introduced a novel discrete stochastic dynamic progra...
Obtaining Analytic Derivatives for a Class of Discrete-Choice Dynamic Programming Models
Analytic Derivatives Discrete-Choice Dynamic Programming Models
2015/9/18
This paper shows how to recursively calculate analytic first and second derivatives of the likelihood function generated by a popular version of a discrete-choice, dynamic programming model, allowing ...
Envelope condition method versus endogenous grid method for solving dynamic programming problems
Hoover Institution, Stanford University, USA University of Alicante, Spain
2015/7/21
We introduce an envelope condition method (ECM) for solving dynamic programming problems. The ECM method is simple to implement, dominates conventional value function iteration and is comparable in ac...
Shrinking-Horizon Dynamic Programming
dynamic programming model predictive control revenue management
2015/7/9
We describe a heuristic control policy, for a general finite-horizon stochastic control problem, that can be used when the current process disturbance is not conditionally independent of previous dist...
In this paper we describe an approximate dynamic programming policy for a discrete-time dynamical system perturbed by noise. The approximate value function is the pointwise supremum of a family of low...
Approximate Dynamic Programming via Iterated Bellman Inequalities
Convex Optimization Dynamic Programming Stochastic Control
2015/7/9
In this paper we introduce new methods for finding functions that lower bound the value function of a stochastic control problem, using an iterated form of the Bellman inequality. Our method is based ...
Quadratic Approximate Dynamic Programming for Input-Affine Systems
approximate dynamic programming stochastic control convex optimization
2015/7/9
We consider the use of quadratic approximate value functions for stochastic control problems with input-affine dynamics and convex stage cost and constraints. Evaluating the approximate dynamic progra...
Optimization-based Approximate Dynamic Programming
Approximate Dynamic Programming Approximate Linear Programming,
2014/12/18
Reinforcement learning algorithms hold promise in many complex domains, such as resource management and planning under uncertainty. Most reinforcement learning algorithms are iterative - they successi...
上海财经大学经济学院高级宏观经济学课件ILecture 5 Dynamic Programming: Method and Applications (Continued)
上海财经大学经济学院 高级宏观经济学 课件I Lecture 5 Dynamic Programming Method Applications Continued
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 5 Dynamic Programming: Method and Applications (Continued).
上海财经大学经济学院高级宏观经济学课件ILecture 4 Dynamic Programming: Method and Applications
上海财经大学经济学院 高级宏观经济学 课件I Lecture 4 Dynamic Programming Method Applications
2012/7/9
上海财经大学经济学院高级宏观经济学课件ILecture 4 Dynamic Programming: Method and Applications.
Approximate group context tree: applications to dynamic programming and dynamic choice models
categorical time series group context tree
2011/7/19
The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities.
Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach
Optimal insurance stochastic control duality optional decomposition
2010/10/21
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked poin...
The Application of Dynamic Programming in Construction Mechanics of the Group of Caverns
Construction Mechanics Application of Dynamic Programming
2009/5/21
The Application of Dynamic Programming in Construction Mechanics of the Group of Caverns .
2005年第26讲(总第462讲)
The Lagrange Method for Dynamic Optimization：An Alternative to Dynamic Programming
2007/8/10
主讲人
邹至庄教授
题目
The Lagrange Method for Dynamic Optimization：An Alternative to Dynamic Programming
时间
2005年9月21日（星期三）下午14:00-15:30
地点
北京大学中国经济研究中心致福轩教室
工作语言
英文
联系电话
62758915
演讲简介
To solve dynamic optimiz...