Dynamic programming
Chapter 0 Discrete Time Dynamic Programming
... horizon dynamic programming problem is in the relevant sense an approximation to a long …nite horizon problem, and we can …nd the value function V and decision rule ® for the in…nite horizon problem by ...
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Optimum Repartition of Transport Capacities in the Logistic System using Dynamic Programming
... The dynamic programming is a method for solving the optimization problems which requires that the best policy to be adopted by determining, for each decision composing such a policy, sub-problems to be ...
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A dynamic programming approach for evaluating a portfolio of R&D projects with a budget
... Next section of the paper reports the main features of a R&D project. In the following section, we review the dynamic programming model presented in Huchzermeier and Loch [1]. The Sect. 4 is devoted to ...
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A versatile matching algorithm based on dynamic programming with circular order preserving
... linear programming, (Bastos & Ta- vares 2006); graph search, (Roy & Cox 1998); bipar- tite graph matching, (Fielding & Kam 2000); con- cave optimization, (Maciel & Costeira 2003) and dynamic ...
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SimSearch: A new variant of dynamic programming based on distance series for optimal and near-optimal similarity discovery in biological sequences
... Abstract. In this paper, we propose SimSearch, an algorithm implementing a new variant of dynamic programming based on distance series for optimal and near-optimal similarity discovery in biological ...
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SEWER NETWORK DISCHARGE OPTIMIZATION USING THE DYNAMIC PROGRAMMING
... This paper is a continuation of the work presented in (Carp, 2014) and it is a thorough point of view regarding the possibility to use the discrete dynamic programming in an efficient way. The main ...
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Dynamic Programming applied to Medium Term Hydrothermal Scheduling
... Deterministic Dynamic Programming (DDP) the inflow for each month m is known previously and calculated based on the historical values of each hydro ...
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Algorithm of dynamic programming for optimization of the global matching between two contours defined by ordered points
... of dynamic programming in the computational platform for image processing and analysis already referred, [Tavares (2000), Tavares, Barbosa and Padilha ...the dynamic programming algorithm with ...
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The detection of spatial clusters: graph and dynamic programming based methods
... Um m´etodo eficiente para a detec¸c˜ao e inferˆencia de clusters de doen¸cas espaciais e espa¸cos-temporais de dados pontuais ´e apresentado, o Voronoi Based Scan (VBScan). Um diagrama de Voronoi ´e constru´ıdo para os ...
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Estimation and accuracy of the stationary solution in the dynamic programming problem: new results
... Our result has a direct consequence for the use of the contractive method to estimate the policy function: the number of iterations required to attain a given precision is computed in ad[r] ...
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Improved Offline Connected Script Recognition Based on Hybrid Strategy
... The segments in this research are obtained through proposed explicit segmentation (heuristic rule based segmentation) and existing dynamic programming technique is used to find the best path through space ...
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On the adaptive partition approach to the detection of multiple change-points.
... In the following sections, we first present a modified dynamic programming algorithm so that a global optimization can be achieved for our analysis. The algorithm has been originally developed for the ...
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Essays on energy and climate change
... stochastic dynamic programming problem and proposed a solution that requires a discretisation of the inventory and price, of which the latter is a somewhat problematic requirement that is avoided in this ...
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Rev. Saúde Pública vol.52
... a dynamic programming model, we have found the optimal ages to perform 10 screening mammograms that lead to the lowest lifetime death rate and we have evaluated a set of ixed inter-screening interval ...
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Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
... on dynamic programming equations and build outer linearizations of the recourse functions, assuming that the realizations of the stochastic process over the optimization period can be represented by a ...
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Comput. Appl. Math. vol.22 número3
... Abstract. Berkovitz’s notion of strategy and payoff for differential games is extended to study two player zero-sum infinite dimensional differential games on the infinite horizon with discounted payoff. After proving ...
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A condition-based maintenance policy and input parametersestimation for deteriorating systems under periodic inspection
... This problem is modeled using the Markov chains theory that, in combi- nation with Stochastic-Dynamic Programming, leads to an optimal solution. An optimal solution is a rule determining when the system ...
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Adaptive value-at-risk policy optimization: a deep reinforcement learning approach for minimizing the capital charge
... employed dynamic programming (DP) based on Markov decision processes (MDPs), to create a daily report policy, based on the applicable regulation and the model’s ability to capture observed ...of ...
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Rev. Bras. Econ. vol.60 número2
... This paper provides a survey on the classical numerical methods to estimate the stationary solution of the Euler equations. Among them, Bellman’s iteration method, projection methods and contraction methods provide the ...
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RAFI - A Stereo Vision Based Autonomous Mobile Area Mapping Robot with 16 DOF
... Dynamic programming is applied to each row individually. But it introduces errors of its own by blurring the edges around object boundaries due to the smoothness constraint. Also, it does nothing to smooth ...
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