homeresources & publications › computing policies and performance bounds for deterministic dynamic programs using mixed integer programming

TECHNICAL PUBLICATIONS:

Computing policies and performance bounds for deterministic dynamic programs using mixed integer programming

 

We present a method for computing control policies and performance bounds for deterministic finite-state/finite-action dynamic programs, with the infinite horizon discounted cost, using a receding horizon approach. The computations are done by solving mixed integer programs of moderate size. The efficacy of the proposed technique is demonstrated on a job-shop scheduling example.

 
 
read more
 
citation

Cogill, R.; Hindi, H. Computing policies and performance bounds for deterministic dynamic programs using mixed integer programming. American Control Conference (ACC); 2011 June 29 - July 1; San Francisco CA.

copyright

Copyright © IEEE, 2011. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.