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

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2011 June 29 - July 1; San Francisco CA.

Speakers

Hindi, Haitham
Event

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.

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