Title
Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation
Abstract
We formulate the optimal dynamic sampling allocation decision problem for feasibility determination as a stochastic control problem in a Bayesian setting. This new formulation addresses the limitations of previous static optimization formulations. In an approximate dynamic programming paradigm, we propose an approximately optimal allocation policy that maximizes a single feature of the value funct...
Year
DOI
Venue
2020
10.1109/TAC.2019.2942005
IEEE Transactions on Automatic Control
Keywords
DocType
Volume
Resource management,Dynamic scheduling,Bayes methods,Standards,Gaussian distribution,Optimization,Dynamic programming
Journal
65
Issue
ISSN
Citations 
6
0018-9286
0
PageRank 
References 
Authors
0.34
16
4
Name
Order
Citations
PageRank
Yijie Peng13212.59
Jie Song2707.00
Xu, J.38225.60
Edwin K. P. Chong41758185.45