14 citations · 135 across the 33 of their papers we have counts for
4 papers · 1 filter
Optimal Learning for Sequential Decisions in Laboratory Experimentation
Kristopher Reyes, Warren B Powell
The process of discovery in the physical, biological and medical sciences can be painstakingly slow. Most experiments fail, and the time from initiation of research until a new adv…
On State Variables, Bandit Problems and POMDPs
Warren B Powell
State variables are easily the most subtle dimension of sequential decision problems. This is especially true in the context of active learning problems (bandit problems") where de…
Risk Directed Importance Sampling in Stochastic Dual Dynamic Programming with Hidden Markov Models for Grid Level Energy Storage
Joseph L. Durante, Juliana Nascimento, Warren B. Powell
Power systems that need to integrate renewables at a large scale must account for the high levels of uncertainty introduced by these power sources. This can be accomplished with a…
Reinforcement Learning via Parametric Cost Function Approximation for Multistage Stochastic Programming
Saeed Ghadimi, Raymond T. Perkins, Warren B. Powell
The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees…