Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering)

Some topics for simulation optimization

Proceedings of the 40th Conference on Winter Simulation

Partially Observable Markov Decision Process Approximations for Adaptive Sensing

Discrete Event Dynamic Systems

Markov decision process applied to the control of hospital elective admissions

Artificial Intelligence in Medicine

Feature Article---Merging AI and OR to Solve High-Dimensional Stochastic Optimization Problems Using Approximate Dynamic Programming

INFORMS Journal on Computing

Using control theory for analysis of reinforcement learning and optimal policy properties in grid-world problems

ICIC'09 Proceedings of the Intelligent computing 5th international conference on Emerging intelligent computing technology and applications

Sampled fictitious play for approximate dynamic programming

Computers and Operations Research

Survey of Motion Planning Literature in the Presence of Uncertainty: Considerations for UAV Guidance

Journal of Intelligent and Robotic Systems

New prioritized value iteration for Markov decision processes

Artificial Intelligence Review

Q-Learning and Enhanced Policy Iteration in Discounted Dynamic Programming

Mathematics of Operations Research

Stochastic policy search for variance-penalized semi-Markov control

Proceedings of the Winter Simulation Conference

A sampled fictitious play based learning algorithm for infinite horizon Markov decision processes

Proceedings of the Winter Simulation Conference

Performance Guarantees for Empirical Markov Decision Processes with Applications to Multiperiod Inventory Models

Operations Research

American option pricing with randomized quasi-Monte Carlo simulations

Proceedings of the Winter Simulation Conference