• DocumentCode
    2972871
  • Title

    Stage-lookahead dynamic programming algorithms for stochastic problems with time-lagged control dynamics

  • Author

    Mizutani, Eiji ; Dreyfus, Stuart

  • Author_Institution
    Dept. of Ind. Manage., Nat. Taiwan Univ. of Sci. & Technol., Taipei, Taiwan
  • fYear
    2009
  • fDate
    8-11 Dec. 2009
  • Firstpage
    301
  • Lastpage
    305
  • Abstract
    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 lookahead¿ helps to reduce the number of arguments in the optimal value function of dynamic programming in order to alleviate the so-called curse of dimensionality.
  • Keywords
    delays; dynamic programming; stochastic systems; equipment replacement; linear dynamics quadratic criterion; minimum-cost path; optimal value function; stage-lookahead dynamic programming algorithms; stochastic problems; time-delayed control dynamics; time-lagged control dynamics; Dynamic programming; Electronic mail; Engineering management; Heuristic algorithms; Industrial control; Industrial engineering; Operations research; Random variables; Stochastic processes; Technology management; Stage-lookahead method; time-lagged control;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Industrial Engineering and Engineering Management, 2009. IEEM 2009. IEEE International Conference on
  • Conference_Location
    Hong Kong
  • Print_ISBN
    978-1-4244-4869-2
  • Electronic_ISBN
    978-1-4244-4870-8
  • Type

    conf

  • DOI
    10.1109/IEEM.2009.5373354
  • Filename
    5373354
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2972871