Approximate dynamic programming: solving the curses of dimensionality, published by John Wiley and Sons, is the first book to merge dynamic programming and math programming using the language of approximate dynamic programming.
http://adp.princeton.edu/
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Approximate dynamic programming | adp.princeton.edu Reviews
https://adp.princeton.edu
Approximate dynamic programming: solving the curses of dimensionality, published by John Wiley and Sons, is the first book to merge dynamic programming and math programming using the language of approximate dynamic programming.
adp.princeton.edu
ADP in industry
http://adp.princeton.edu/applications.htm
Our work in approximate dynamic programming evolved entirely from industrial applications. Below is a list of more recent projects (when our notation matured) of projects we have taken on for large-scale applicactions. Locomotive planning at Norfolk Southern Railroad -. Fleet management at Schneider National:. Simao, H. P. A. George, Warren B. Powell, T. Gifford, J. Nienow, J. Day, Approximate Dynamic Programming Captures Fleet Operations for Schneider National, Interfaces, Vo...Simao, H. P., J&#...This ...
Untitled Document
http://adp.princeton.edu/adp/ADPnotes.html
This webpage contains additional notes and comments about the second edition. I have listed all 15 chapters (all in one page so it is searchable), and I will add to these notes as additional thoughts occur to me. I also have a section of errata for each chapter. If you catch errors or would like to contribute insights, please email them to me at powell@princeton.edu with the subject ADP book so I can find them in my pile of emails. General notes on second edition. Updated June 23, 2011). Updated June 23,...
ADP audience
http://adp.princeton.edu/adp/ADP%20audience.htm
The body of every chapter focuses on models and algorithms with a minimum of the mathematical formalism that so often makes presentations of dynamic programs inaccessible to a broader audience. Using numerous examples, each chapter emphasizes the presentation of algorithms that can be directly applied to a variety of applications. The book contains dozens of algorithms that are intended to serve as a starting point in the design of practical solutions for real problems.
ADP Intros
http://adp.princeton.edu/adpIntros.htm
From time to time I write short introductory/tutorial articles. If you want an easy introduction to ADP from the perspective of operations research, try some of the articles below. All are are written in a tutorial style and most are fairly short. Clearing the Jungle of Stochastic Optimization, Informs Tutorials, November, 2014 (c) Informs. Click here to download paper). Energy and Uncertainty: Models and Algorithms for Complex Energy Systems, AI Magazine, October, 2014. Click here to download paper).
ADP Intros
http://adp.princeton.edu/adpPresentations.htm
Below is a series of talks on approximate dynamic programming, as well as related talks in the broader field of computational stochastic optimization. I use this term as a broader umbrella that encompasses stochastic programming, dynamic programming, stochastic search and simulation optimization. Modeling and algorithms for computational stochastic optimization. Posted October 25, 2012) - This includes a brief overview, and then a series of slides on the fundamental elements of a stochastic, dynamic mode...
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Warren Powell bio
http://castlelab.princeton.edu/wbpbio.html
Warren B. Powell. Warren Powell is a faculty member in the Department of Operations Research and Financial Engineering at Princeton University where he has taught since 1981. In 1990, he founded CASTLE Laboratory. Which spans research in computational stochastic optimization with applications initially in transportation and logistics. In 2011, he founded the Princeton laboratory for ENergy Systems Analysis (PENSA). In the 1980's, he designed and wrote SYSNET. Written by Ken Nickerson '84), which then evo...
Comp. Stoch. Opt.
http://castlelab.princeton.edu/cso.htm
Warren B. Powell. Http:/ www.castlelab.princeton.edu. Computational stochastic optimization represents an effort to create an umbrella over the many communities of stochastic optimization. This website is intended to introduce people to the different fields of stochastic optimization, while also identifying important bridges between communities. The jungle of stochastic optimization. This is a list of the communities of computational stochastic optimization. This is a series of powerpoint presentations, ...
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Approximate dynamic programming
Solving the curses of dimensionality. C) John Wiley and Sons. Dynamic programming has often been dismissed because it suffers from the curse of dimensionality. In fact, there are up to three curses of dimensionality: the state space, the outcome space and the action space. Including freight transportation, military logistics, finance, health and energy. To purchase an electronic copy, click here. As of January 1, 2014, the book has over 1000 citations ( 300 in 2013). Chapter summaries and comments. This ...
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