Extends policy graphs for decision-dependent uncertainty in MDPs and develops SDDP variants for multi-stage stochastic programs with continuous state and action spaces.
Journal of the Royal Statistical Society: Series B (Methodological)57(1), 99–118 (1995)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.LG 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
MDP modeling for multi-stage stochastic programs
Extends policy graphs for decision-dependent uncertainty in MDPs and develops SDDP variants for multi-stage stochastic programs with continuous state and action spaces.