Simulation-based optimization: Difference between revisions

Revision as of 02:36, 21 October 2017

Revision as of 02:36, 21 October 2017

Line 87:

==== Neuro-dynamic programming ====

Neuro-dynamic programming is the same as dynamic programming except that the former has the concept of approximation architectures. It combines [[Artificialartificial intelligence]], simulation-base algorithms, and functional approach techniques. “Neuro” in this term origins from artificial intelligence community. It means learning how to make improved decisions for the future via built-in mechanism based on the current behavior. The most important part of neuro-dynamic programming is to build a trained neuro network for the optimal problem.<ref>Van Roy, B., Bertsekas, D., Lee, Y., & Tsitsiklis, J. (1997). Neuro-dynamic programming approach to retailer inventory management. ''Proceedings of the IEEE Conference on Decision and Control,'' ''4'', 4052-4057.</ref>

== Limitations ==