Title | ||
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Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation |
Abstract | ||
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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 Peng | 1 | 32 | 12.59 |
Jie Song | 2 | 70 | 7.00 |
Xu, J. | 3 | 82 | 25.60 |
Edwin K. P. Chong | 4 | 1758 | 185.45 |