Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehicles L Al-Kanj, J Nascimento, WB Powell European Journal of Operational Research 284 (3), 1088-1106, 2020 | 145 | 2020 |
An optimal approximate dynamic programming algorithm for concave, scalar storage problems with vector-valued controls J Nascimento, WB Powell IEEE Transactions on Automatic Control 58 (12), 2995-3010, 2013 | 93 | 2013 |
An optimal approximate dynamic programming algorithm for the lagged asset acquisition problem JM Nascimento, WB Powell Mathematics of Operations Research 34 (1), 210-237, 2009 | 72 | 2009 |
Dynamic programming models and algorithms for the mutual fund cash balance problem J Nascimento, W Powell Management Science 56 (5), 801-815, 2010 | 54 | 2010 |
An optimal approximate dynamic programming algorithm for the energy dispatch problem with grid-level storage JM Nascimento, WB Powell Preprint, Priceton University, 2009 | 23 | 2009 |
Backward approximate dynamic programming with hidden semi-markov stochastic models in energy storage optimization JL Durante, J Nascimento, WB Powell arXiv preprint arXiv:1710.03914, 2017 | 22 | 2017 |
Optimal approximate dynamic programming algorithms for a general class of storage problems J Nascimento, WB Powell, A Ruszczynski Princeton University, Department of Operations Research and Financial …, 2008 | 12 | 2008 |
Reinforcement learning for dynamic bidding in truckload markets: an application to large-scale fleet management with advance commitments Y Wang, JMD Nascimento, W Powell arXiv preprint arXiv:1802.08976, 2018 | 7 | 2018 |
An optimal solution to a general dynamic jet fuel hedging problem J Nascimento, W Powell Department of Operations Research and Financial Engineering, 2008 | 7 | 2008 |
An optimal approximate dynamic programming algorithm for the economic dispatch problem with grid-level storage J Nascimento, W Powell IEEE Transactions on Automatic Control (to appear in print), 2013 | 5 | 2013 |
Approximate dynamic programming for complex storage problems JM Nascimento Princeton University, 2008 | 4 | 2008 |
An optimal ADP algorithm for a high-dimensional stochastic control problem J Nascimento, W Powell 2007 IEEE International Symposium on Approximate Dynamic Programming and …, 2007 | 4 | 2007 |
Risk directed importance sampling in stochastic dual dynamic programming with hidden markov models for grid level energy storage JL Durante, J Nascimento, WB Powell arXiv preprint arXiv:2001.06026, 2020 | 2 | 2020 |
Dynamic bidding for advance commitments in truckload brokerage markets Y Wang, JMD Nascimento, W Powell arXiv preprint arXiv:1802.08976, 2018 | 1 | 2018 |
An Optimal Approximate Dynamic Programming Algorithm for Concave Single Asset Management Problems JM Nascimento, WB Powell | | 2007 |
An Optimal Approximate Dynamic Programming Algorithm for the Lagged Asset Acquisition Problem Mathematics of Operations Research 2009 34: 210-237; doi: 10.1287/moor. 1080.0360 JM Nascimento, WB Powell | | |