A unified DC programming framework and efficient DCA based approaches for large scale batch reinforcement learning
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Global Optimization"
DOI: 10.1007/s10898-018-0698-y
Abstract: We investigate a powerful nonconvex optimization approach based on Difference of Convex functions (DC) programming and DC Algorithm (DCA) for reinforcement learning, a general class of machine learning techniques which aims to estimate the optimal… read more here.
Keywords: unified programming; reinforcement learning; programming framework; reinforcement ... See more keywords
A Stochastic Dual Dynamic Programming Framework for Multiscale MPC
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.11.041
Abstract: Abstract We derive and interpret stochastic dual dynamic programming (SDDP) from the perspective of MPC to argue that SDDP provides a scalable approach to handle complex MPC applications with uncertainties evolving over long time horizons… read more here.
Keywords: mpc; programming framework; dynamic programming; stochastic dual ... See more keywords
A two-step mathematical programming framework for undercut horizon optimization in block caving mines
Sign Up to like & getrecommendations! Published in 2020 at "Resources Policy"
DOI: 10.1016/j.resourpol.2020.101586
Abstract: Abstract The definition of caving economic limits is one of the initial steps in the planning and design of caving projects. This paper proposes a binary optimization framework to integrate the caving envelope and production… read more here.
Keywords: mathematical programming; step mathematical; framework; two step ... See more keywords