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Warren Powell Unified framework for sequential decision analytics Northwestern May 2021 Part I C

Optimal Dynamics
2.09K subscribers
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1.6K views 3 years ago
This is part I of a two-part presentation on sequential decision analytics, which was originally presented at the Kellogg Business School at Northwestern. Part I presents applications, the universal modeling framework, and illustrates the four classes of policies in the context of pure learning problems (the first time I have done this). ...more
...more

Health applications

1:26

Emergency storm response

1:59

Multiagent supply chain management

2:53

Modeling sequential decision problems

5:45

Energy storage example

16:50

Elements of a dynamic model

18:11

Modeling with uncertainty

19:23

From deterministic to stochastic

20:05

Learning in stochastic optimization

26:13

Parametric cost function approximation

29:32

An energy storage problem

30:16

Designing policies

32:41

Modeling uncertainty

41:42

From machine learning to policy search

42:29

Bridging machine learning and sequential decisions

43:17

Problem classes

44:48

Deterministic lookahead policy

57:48

Simulations

58:44
Warren Powell Unified framework for sequential decision analytics Northwestern May 2021 Part I C
37Likes
1,672Views
2021May 12
This is part I of a two-part presentation on sequential decision analytics, which was originally presented at the Kellogg Business School at Northwestern. Part I presents applications, the universal modeling framework, and illustrates the four classes of policies in the context of pure learning problems (the first time I have done this).

Follow along using the transcript.

Optimal Dynamics

2.09K subscribers