5 citations · 9 across the 2 of their papers we have counts for
2 papers
math.OC2020★ 5 cited
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…
math.OC2017★ 4 cited
Stochastic Optimization with Parametric Cost Function Approximations
Raymond T. Perkins, Warren B. Powell
A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer…