Smith Robert L

Robert L Smith

Information about the author Robert L Smith will soon be added to the site.
Found 8 papers in total
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
Simplex Algorithm for Countable-State Discounted Markov Decision Processes
2017
We consider discounted Markov decision processes (MDPs) with countably‐infinite...
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
2011
We consider a nonhomogeneous stochastic infinite horizon optimization problem whose...
Sampled fictitious play for approximate dynamic programming
Sampled fictitious play for approximate dynamic programming
2011
Sampled fictitious play (SFP) is a recently proposed iterative learning mechanism for...
A shadow simplex method for infinite linear programs
A shadow simplex method for infinite linear programs
2010
We present a simplex-type algorithm–that is, an algorithm that moves from one...
A dynamic programming approach to efficient sampling from Boltzmann distributions
A dynamic programming approach to efficient sampling from Boltzmann distributions
2008
Markov chain methods for Boltzmann sampling work in phases with decreasing...
Characterizing extreme points as basic feasible solutions in infinite linear programs
Characterizing extreme points as basic feasible solutions in infinite linear programs
2009
Unlike in finite dimensions, a basic feasible solution characterization of extreme...
A Reach and Bound algorithm for acyclic dynamic-programming networks
A Reach and Bound algorithm for acyclic dynamic-programming networks
2008
Node pruning is a commonly used technique for solution acceleration in a...
Solution and forecast horizons for infinite-horizon nonhomogeneous Markov decision processes
Solution and forecast horizons for infinite-horizon nonhomogeneous Markov decision processes
2007
We consider a nonhomogeneous infinite–horizon Markov Decision Process (MDP)...
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