2009 International Conference on Intelligent Human-Machine Systems and Cybernetics 2009
DOI: 10.1109/ihmsc.2009.222
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A Survey of Approximate Dynamic Programming

Abstract: Multi-stage decision problems under uncertainty are abundant in process industries. Markov decision process (MDP) is a general mathematical formulation of such problems. Whereas stochastic programming and dynamic programming are the standard methods to solve MDPs, their unwieldy computational requirements limit their usefulness in real applications. Approximate dynamic programming (ADP) combines simulation and function approximation to alleviate the "curse-of-dimensionality" associated with the traditional dyn… Show more

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Cited by 9 publications
(3 citation statements)
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“…Accounting for the future in this way can involve a considerable computing cost (Marescot et al, 2013 ). However, advances in finding efficient solution approaches to dynamic decision problems (Wang et al, 2009 ) have extended the range of applicability in ecology and greatly increased our ability to identify effective strategies for long‐term conservation.…”
Section: Dynamic Approach To the Four Conservation Challengesmentioning
confidence: 99%
“…Accounting for the future in this way can involve a considerable computing cost (Marescot et al, 2013 ). However, advances in finding efficient solution approaches to dynamic decision problems (Wang et al, 2009 ) have extended the range of applicability in ecology and greatly increased our ability to identify effective strategies for long‐term conservation.…”
Section: Dynamic Approach To the Four Conservation Challengesmentioning
confidence: 99%
“…It is well known that MDP's have efficient solutions using dynamic programming. 10 On the other hand, computing optimal solutions to POMDP's can be undecidable in some situations, meaning there can be no algorithms for computing optimal solutions in finite, or even exponential, time. 11 Our goal is to develop metrics that measure the extent to which Red's decisions become more complex due to:…”
Section: Introductionmentioning
confidence: 99%
“…the fuzzy dynamic programming proposed in Abo-Sinna (2004). To break the 'curse-of-dimensionality' associated with the traditional dynamic programming approach, approximate dynamic programming is developed by combining simulation and function approximation (Wang et al, 2009), where heuristic dynamic programming (HDP) (Werbos, 1977), action-dependent HDP (Werbos, 1989), neuro-dynamic programming (Bertsekas & Tsitsiklis, 1995) and learning-based algorithms (Lewis & Vrabie, 2009;Tsitsiklis & Roy, 1997) can be used.…”
Section: Introductionmentioning
confidence: 99%