Concepedia

Stochastic Dynamic Optimization

Stochastic Dynamic Optimization is a mathematical framework for modeling sequential decision-making processes under uncertainty, where optimal policies are derived by maximizing expected cumulative rewards over time subject to stochastic state transitions.

532

Publications

28.9K

Citations

1.2K

Authors

539

Institutions

Publications per year

2017–2026

148

Parents

Publications

532

A Multiproduct Dynamic Pricing Problem and Its Applications to Network Yield Management

Guillermo Gallego, Garrett van Ryzin · Operations Research · 1997 · 652 citations

, , +17

Differential evolution with dynamic stochastic selection for constrained optimization

Min Zhang, Wenjian Luo, Xufa Wang · Information Sciences · 2008 · 502 citations

, , +12

Deep Reinforcement Learning for Dynamic Multichannel Access in Wireless Networks

Shangxing Wang, Hanpeng Liu, Pedro Henrique Gomes et al. · IEEE Transactions on Cognitive Communications and Networking · 2018 · 480 citations

, , +14

The "Ratchet Principle" and Performance Incentives

Martin L. Weitzman · The Bell Journal of Economics · 1980 · 468 citations

, , +17

A stochastic control strategy for hybrid electric vehicles

Chan-Chiao Lin, Huei Peng, Jessy W. Grizzle · 2004 · 441 citations

, , +16

1–5 of 532

Authors

1.2K

  1. WB
    Warren B. Powell

    Princeton University, United States

    8 publications · 513 citations

    8

    h-index

  2. MC
    Michael C. Caramanis

    Boston University, United States

    6 publications · 198 citations

    6

    h-index

  3. BC
    Boxiao Chen

    University of Illinois Chicago, United States

    5 publications · 169 citations

    5

    h-index

  4. YW
    Yining Wang

    Carnegie Mellon University, United States

    5 publications · 169 citations

    5

    h-index

  5. MJ
    Michael J. Neely

    University of Southern California, United States

    4 publications · 194 citations

    4

    h-index

1–5 of 1.2K

Institutions

539

  1. Tsinghua University

    Beijing, China

    15 h-index

    25 publications

    1.1K citations

  2. Massachusetts Institute of Technology

    Cambridge, United States

    12 h-index

    20 publications

    1K citations

  3. University of California, Berkeley

    Berkeley, United States

    11 h-index

    12 publications

    697 citations

  4. University of Michigan

    Ann Arbor, United States

    11 h-index

    22 publications

    2.1K citations

  5. Boston University

    Boston, United States

    11 h-index

    26 publications

    882 citations

  6. Stanford University

    Stanford, United States

    11 h-index

    16 publications

    1.1K citations

  7. National University of Singapore

    Singapore, Singapore

    11 h-index

    17 publications

    1.1K citations

  8. Georgia Institute of Technology

    Atlanta, United States

    10 h-index

    20 publications

    1.1K citations

1–8 of 539

Venues

  1. Operations Research

    26 publications · 2.4K citations

    23

    h-index

  2. European Journal of Operational Research

    26 publications · 1.2K citations

    21

    h-index

  3. Management Science

    16 publications · 1.2K citations

    14

    h-index

  4. arXiv (Cornell University)

    Repository · 11 publications · 184 citations

    10

    h-index

  5. SSRN Electronic Journal

    Repository · 10 publications · 234 citations

    10

    h-index

1–5