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Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs

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  • Chen, Victoria C. P.

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  • Chen, Victoria C. P., 1999. "Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs," Computational Statistics & Data Analysis, Elsevier, vol. 30(3), pages 317-341, May.
    • Handle: RePEc:eee:csdana:v:30:y:1999:i:3:p:317-341
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    References listed on IDEAS

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    1. D. J. White, 1988. "Further Real Applications of Markov Decision Processes," Interfaces, INFORMS, vol. 18(5), pages 55-61, October.
    2. Christine A. Shoemaker, 1982. "Optimal Integrated Control of Univoltine Pest Populations with Age Structure," Operations Research, INFORMS, vol. 30(1), pages 40-61, February.
    3. Victoria C. P. Chen & David Ruppert & Christine A. Shoemaker, 1999. "Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming," Operations Research, INFORMS, vol. 47(1), pages 38-53, February.
    4. Sharon A. Johnson & Jery R. Stedinger & Christine A. Shoemaker & Ying Li & José Alberto Tejada-Guibert, 1993. "Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation," Operations Research, INFORMS, vol. 41(3), pages 484-500, June.
    5. Douglas J. White, 1985. "Real Applications of Markov Decision Processes," Interfaces, INFORMS, vol. 15(6), pages 73-83, December.
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    Cited by:

    1. Dachuan Shih & Seoung Kim & Victoria Chen & Jay Rosenberger & Venkata Pilla, 2014. "Efficient computer experiment-based optimization through variable selection," Annals of Operations Research, Springer, vol. 216(1), pages 287-305, May.
    2. Victoria C. P. Chen & David Ruppert & Christine A. Shoemaker, 1999. "Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming," Operations Research, INFORMS, vol. 47(1), pages 38-53, February.
    3. Ariyajunya, Bancha & Chen, Ying & Chen, Victoria C.P. & Kim, Seoung Bum & Rosenberger, Jay, 2021. "Addressing state space multicollinearity in solving an ozone pollution dynamic control problem," European Journal of Operational Research, Elsevier, vol. 289(2), pages 683-695.
    4. Cervellera, Cristiano & Chen, Victoria C.P. & Wen, Aihong, 2006. "Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization," European Journal of Operational Research, Elsevier, vol. 171(3), pages 1139-1151, June.
    5. Huiyuan Fan & Prashant K. Tarun & Victoria C. P. Chen & Dachuan T. Shih & Jay M. Rosenberger & Seoung Bum Kim & Robert A. Horton, 2018. "Data-driven optimization for Dallas Fort Worth International Airport deicing activities," Annals of Operations Research, Springer, vol. 263(1), pages 361-384, April.
    6. Kristensen, Dennis & Mogensen, Patrick K. & Moon, Jong Myun & Schjerning, Bertel, 2021. "Solving dynamic discrete choice models using smoothing and sieve methods," Journal of Econometrics, Elsevier, vol. 223(2), pages 328-360.

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