Warren B Powell

Warren B PowellWarren B. Powell is Professor Emeritus at Princeton University, where he taught for 39 years, and is currently Chief Analytics Officer at Optimal Dynamics. He is the founder and director of CASTLE Labs, which developed models and algorithms in stochatic optimization, with applications to energy systems, transportation, health, e-commerce, and the laboratory sciences (see www.castlelab.princeton.edu). He has pioneered the use of approximate dynamic programming for high-dimensional applications, and the knowledge gradient for active learning problems. His recent work has focused on developing a unified framework for sequential decision problems under uncertainty, spanning active learning to a wide range of dynamic resource allocation problems. He has authored books on Approximate Dynamic Programming and (with Ilya Ryzhov) Optimal Learning, and is the author of Reinforcement Learning and Stochastic Optimization: A unified framework for sequential decisions. Read More Read Less

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Reinforcement Learning and Stochastic Optimization33 %
Publisher: Wiley
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24 May 2022
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Modern Approach to Teaching an Introduction to Optimization3 % NR
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17 Jan 2024
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Sequential Decision Analytics and Modeling5 % NR
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21 Nov 2022
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Approximate Dynamic Programming3 % NR
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27 Sep 2011
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