{"id":"https://openalex.org/W1587487627","doi":"https://doi.org/10.1109/cdc.2003.1271744","title":"An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems","display_name":"An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W1587487627","doi":"https://doi.org/10.1109/cdc.2003.1271744","mag":"1587487627"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2003.1271744","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2003.1271744","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://drum.lib.umd.edu/bitstreams/65ce1eac-3f52-4f29-a1e8-c3d128ff5cc2/download","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5041693183","display_name":"Hyeong Soo Chang","orcid":"https://orcid.org/0000-0003-3298-0018"},"institutions":[{"id":"https://openalex.org/I148751991","display_name":"Sogang University","ror":"https://ror.org/056tn4839","country_code":"KR","type":"education","lineage":["https://openalex.org/I148751991"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Hyeong Soo Chang","raw_affiliation_strings":["Dept. of Comput. Sci. & Eng., Sogang Univ., Seoul, South Korea","Department of Computer Science and Engineering, Sogang University, Seoul, South Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept. of Comput. Sci. & Eng., Sogang Univ., Seoul, South Korea","institution_ids":["https://openalex.org/I148751991"]},{"raw_affiliation_string":"Department of Computer Science and Engineering, Sogang University, Seoul, South Korea","institution_ids":["https://openalex.org/I148751991"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048784321","display_name":"Min Fu","orcid":"https://orcid.org/0000-0001-6491-5750"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"M.C. Fu","raw_affiliation_strings":["Institute for Systems Research, University of Maryland, College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute for Systems Research, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013807415","display_name":"Steven I. Marcus","orcid":"https://orcid.org/0000-0002-4926-9567"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"S.I. Marcus","raw_affiliation_strings":["Institute for Systems Research, University of Maryland, College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute for Systems Research, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":8,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"3818","last_page":"3823 vol.4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9952999949455261,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asymptotically-optimal-algorithm","display_name":"Asymptotically optimal algorithm","score":0.6963851451873779},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.686409056186676},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6299577951431274},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.5597271919250488},{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.5472821593284607},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5288822650909424},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.4961036145687103},{"id":"https://openalex.org/keywords/simulated-annealing","display_name":"Simulated annealing","score":0.4401009976863861},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.42802584171295166},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.42558610439300537},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.4196477234363556},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39384686946868896}],"concepts":[{"id":"https://openalex.org/C181789720","wikidata":"https://www.wikidata.org/wiki/Q4812191","display_name":"Asymptotically optimal algorithm","level":2,"score":0.6963851451873779},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.686409056186676},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6299577951431274},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.5597271919250488},{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.5472821593284607},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5288822650909424},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.4961036145687103},{"id":"https://openalex.org/C126980161","wikidata":"https://www.wikidata.org/wiki/Q863783","display_name":"Simulated annealing","level":2,"score":0.4401009976863861},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.42802584171295166},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.42558610439300537},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.4196477234363556},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39384686946868896},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cdc.2003.1271744","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2003.1271744","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)","raw_type":"proceedings-article"},{"id":"pmh:oai:drum.lib.umd.edu:1903/6358","is_oa":true,"landing_page_url":"http://hdl.handle.net/1903/6358","pdf_url":"https://drum.lib.umd.edu/bitstreams/65ce1eac-3f52-4f29-a1e8-c3d128ff5cc2/download","source":{"id":"https://openalex.org/S4306401518","display_name":"University Libraries (University of Maryland)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66946132","host_organization_name":"University of Maryland, College Park","host_organization_lineage":["https://openalex.org/I66946132"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Technical Report"}],"best_oa_location":{"id":"pmh:oai:drum.lib.umd.edu:1903/6358","is_oa":true,"landing_page_url":"http://hdl.handle.net/1903/6358","pdf_url":"https://drum.lib.umd.edu/bitstreams/65ce1eac-3f52-4f29-a1e8-c3d128ff5cc2/download","source":{"id":"https://openalex.org/S4306401518","display_name":"University Libraries (University of Maryland)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66946132","host_organization_name":"University of Maryland, College Park","host_organization_lineage":["https://openalex.org/I66946132"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Technical Report"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1587487627.pdf","grobid_xml":"https://content.openalex.org/works/W1587487627.grobid-xml"},"referenced_works_count":15,"referenced_works":["https://openalex.org/W32403112","https://openalex.org/W1587487627","https://openalex.org/W1983916623","https://openalex.org/W2010654234","https://openalex.org/W2016647253","https://openalex.org/W2024060531","https://openalex.org/W2024218896","https://openalex.org/W2055635846","https://openalex.org/W2093825590","https://openalex.org/W2098432798","https://openalex.org/W2106887613","https://openalex.org/W2799087070","https://openalex.org/W4205326910","https://openalex.org/W4214717370","https://openalex.org/W4249853299"],"related_works":["https://openalex.org/W4255265352","https://openalex.org/W4239477580","https://openalex.org/W4285537323","https://openalex.org/W1932159282","https://openalex.org/W175006096","https://openalex.org/W2090698372","https://openalex.org/W4383890581","https://openalex.org/W2965004901","https://openalex.org/W2921905705","https://openalex.org/W4233178034"],"abstract_inverted_index":{"We":[0,103],"present":[1],"a":[2,29,42,66,75,90],"novel":[3],"algorithm,":[4],"called":[5],"\"Simulated":[6],"Annealing":[7],"Multiplicative":[8],"Weights\",":[9],"for":[10,32,98],"approximately":[11],"solving":[12],"large":[13],"(discrete-time)":[14],"finite-horizon":[15],"stochastic":[16],"dynamic":[17],"programming":[18],"problems.":[19],"The":[20,63],"algorithm":[21,64,87,114],"is":[22],"\"asymptotically":[23],"efficient\"":[24],"in":[25,118],"the":[26,33,37,51,54,58,70,80,86,95,99,109,113],"sense":[27],"that":[28],"finite-time":[30],"bound":[31,52],"sample":[34],"mean":[35],"of":[36,60,82,112],"optimal":[38,55,96],"value":[39,56],"function":[40],"over":[41,69],"given":[43,71,100],"finite":[44],"policy":[45,72,101],"space":[46,73],"can":[47],"be":[48],"obtained,":[49],"and":[50,79],"approaches":[53],"as":[57],"number":[59],"iterations":[61],"increases.":[62],"updates":[65],"probability":[67],"distribution":[68,91],"with":[74],"very":[76],"simple":[77],"rule,":[78],"sequence":[81],"distributions":[83],"generated":[84],"by":[85],"converges":[88],"to":[89,107,115],"concentrated":[92],"only":[93],"on":[94],"policies":[97],"space.":[102],"also":[104],"discuss":[105],"how":[106],"reduce":[108],"computational":[110],"cost":[111],"apply":[116],"it":[117],"practice.":[119]},"counts_by_year":[{"year":2016,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
