Approximate dynamic programming (ADP) is a broad umbrella for a modeling and
algorithmic strategy for solving problems that are sometimes large and complex, and are …

A complete and accessible introduction to the real-world applications of approximate
dynamic programming With the growing levels of sophistication in modern-day operations, it …

A complete resource to Approximate Dynamic Programming (ADP), including on-line
simulation code Provides a tutorial that readers can use to start implementing the learning …

Deterministic optimization has enjoyed a rich place in transportation and logistics, where it
represents a mature field with established modeling and algorithmic strategies. By contrast …

Computing the exact solution of an MDP model is generally difficult and possibly intractable
for realistically sized problem instances. A powerful technique to solve the large scale …

In the linear programming approach to approximate dynamic programming, one tries to
solve a certain linear program—the ALP—that has a relatively small number K of variables …

We consider a broad class of stochastic dynamic programming problems that are amenable
to relaxation via decomposition. These problems comprise multiple subproblems that are …

Value iteration-based approximate/adaptive dynamic programming (ADP) as an
approximate solution to infinite-horizon optimal control problems with deterministic dynamics …

Dynamic programming is a general problem-solving method that has been used widely in
many disciplines, including computer science. In this paper we present some recent results …

Portrays dynamic programming as a methodology, identifying its constituent components,
and explaining how it approaches problems and tackles them. Does not consider it as a …