Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 62 for “"approximate dynamic programming"”.
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Approximate Dynamic Programming with Applications
This thesis studies approximate optimal control of nonlinear systems. Particular attention is given to global solutions and to the computation of approximately optimal feedback controllers. The solution to an optimal control problem is characterized by the optimal value function. For a large class …
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Approximate dynamic programming for large scale systems
… problems. These problems can be cast as dynamic programs and the optimal value function can be computed by solving Bellman's equation. However, this approach is limited in its applicability. As the number of state variables increases, the state space size grows exponentially, a phenomenon …
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Approximate dynamic programming for some queueing problems
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 1997, and Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering, 1997.
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Approximate Dynamic Programming with Parallel Stochastic Planning Operators
This thesis presents an approximate dynamic programming (ADP) technique for environment modelling agents. The agent learns a set of parallel stochastic planning operators (P-SPOs) by evaluating changes in its environment in response to actions, using an association rule mining approach. An …
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An approximate dynamic programming approach to discrete optimization
We develop Approximate Dynamic Programming (ADP) methods to integer programming problems. We describe and investigate parametric, nonparametric and base-heuristic learning approaches to approximate the value function in order to break the curse of dimensionality. Through an extensive computational …
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Approximate dynamic programming with applications in multi-agent systems
… presents the development and implementation of approximate dynamic programming methods used to manage multi-agent systems. The purpose of this thesis is to develop an architectural framework and theoretical methods that enable an autonomous mission system to manage real-time multi-agent …
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Kernel-based approximate dynamic programming using Bellman residual elimination
… of a new family of algorithms for computing approximate solutions to large-scale MDPs. Our algorithms are similar in spirit to Bellman residual methods, which attempt to minimize the error incurred in solving Bellman's equation at a set of sample states. However, by exploiting kernel-based …
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An approach for nonlinear control design via approximate dynamic programming
… for designing controllers for nonlinear dynamic systems. We are interested in state feedback controllers (policies) that stabilize the state in a given region around an equilibrium point while minimizing a cost functional that captures the performance of the closed loop system. The …
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Projected equation and aggregation-based approximate dynamic programming methods for Tetris
In this thesis, we survey approximate dynamic programming (ADP) methods and test the methods with the game of Tetris. We focus on ADP methods where the cost-to- go function J is approximated with [phi]r, where [phi] is some matrix and r is a vector with relatively low dimension. There are two major …
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An approximate dynamic programming approach to risk sensitive control of execution costs
… study the problem of optimal execution within a dynamic programming framework. Given an exponential objective function, system variables which are normally distributed, and linear market dynamics, we derive a closed form solution for optimal trading trajectories. We show that a trader lacking …
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An Approximate Dynamic Programming Approach to the Scheduling of Impatient Jobs in a Clearing System.
A single server is faced with a collection of jobs of varying duration and urgency. Before service starts, all jobs are subject to an initial triage, i.e., an assessment of both their urgency and of their service requirement, and are allocated to distinct classes. Jobs in one class have independent …
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A Study on Architecture, Algorithms, and Applications of Approximate Dynamic Programming Based Approach to Optimal Control
This thesis develops approximate dynamic programming (ADP) strategies suitable for process control problems aimed at overcoming the limitations of MPC, which are the potentially exorbitant on-line computational requirement and the inability to consider the future interplay between uncertainty and …
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Approximate dynamic programming solutions with a single network adaptive critic for a class of nonlinear systems
<p>"Approximate dynamic programming formulation implemented with an Adaptive Critic (AC) based neural network (NN) structure has evolved as a powerful technique for solving the Hamilton-Jacobi-Bellman (HJB) equations. As interest in ADP and the AC solutions are escalating with time, there is a dire …
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Long term infrastructure investments under uncertainty in the electric power sector using approximate dynamic programming techniques
… on a multi-stage problem formulation and uses approximate dynamic programming techniques to find an optimal solution. The model was tested under various scenarios. The model results were analyzed with regards to the optimal first-stage investment decision, the final technology mix, total costs, …
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Restaurant revenue management
… In the first class of models, we use integer programming, stochastic programming and approximate dynamic programming methods to decide dynamically when, if at all, to seat an incoming party during the day of operation of a restaurant that does not accept reservations. In a computational study …
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Essays in financial engineering
… derivative securities are equivalent to specific dynamic trading strategies in complete markets. This suggests the possibility of constructing buy-and-hold portfolios of options that mimic certain dynamic investment policies, e.g., asset-allocation rules. We explore this possibility by solving the …
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Dynamic programming applied to electromagnetic satellite actuation
… close-proximity EMFF control, where the system dynamics are quite complex. Dynamic programming has been heavily used in the optimization world, but not on embedded systems. In this thesis, dynamic programming is applied to satellite control, using close-proximity EMFF control as a case study. …
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Design of wide-area electric transmission networks under uncertainty : methods for dimensionality reduction
… the reduced order representation within an Approximate Dynamic Programming framework. Approximate Dynamic Programming is a heuristic methodology which combines Monte Carlo methods with a reduced order model of the value function to solve high dimensionality optimization problems. All three …
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Supply chain optimization : formulations and algorithms
… network design problems. We develop mathematical programming formulations, heuristic algorithms, and enhanced algorithms using approximate dynamic programming (ADP). We achieve a strong mixed integer programming (MIP) formulation, and fast, reliable algorithms, which can be extended to problems …
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