IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stage-lookahead dynamic programming algorithms for stochastic problems with time-lagged control dynamics

2009 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)

Author(s): Mizutani, E. ; Dreyfus, S.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2009
Conference Location: Hong Kong, China, China
Conference Date: 8 December 2009
Page(s): 301 - 305
ISBN (CD): 978-1-4244-4870-8
ISBN (Paper): 978-1-4244-4869-2
DOI: 10.1109/IEEM.2009.5373354
Regular:

We investigate three stochastic problems (linear dynamics quadratic criterion, minimum-cost path, equipment replacement) with time-delayed control dynamics. We show how the concept of "stage... View More

Advertisement