Warren B. Powell

Orcid: 0000-0002-4364-7555

Affiliations:
  • Princeton University, Department of Operations Research and Financial Engineering, NJ, USA


According to our database1, Warren B. Powell authored at least 186 papers between 1982 and 2024.

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Bibliography

2024
Stochastic search for a parametric cost function approximation: Energy storage with rolling forecasts.
Eur. J. Oper. Res., January, 2024

Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules.
Ann. Oper. Res., January, 2024

2023
Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic.
Eur. J. Oper. Res., 2023

2022
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning.
SIAM J. Optim., 2022

Adaptive Learning of Drug Quality and Optimization of Patient Recruitment for Clinical Trials with Dropouts.
Manuf. Serv. Oper. Manag., 2022

Sequential Decision Analytics and Modeling: Modeling with Python - Part II.
Found. Trends Technol. Inf. Oper. Manag., 2022

Sequential Decision Analytics and Modeling: Modeling with Python - Part I.
Found. Trends Technol. Inf. Oper. Manag., 2022

The Parametric Cost Function Approximation: A new approach for multistage stochastic programming.
CoRR, 2022

Online Learning with Regularized Knowledge Gradients.
Proceedings of the Advances in Knowledge Discovery and Data Mining, 2022

2020
Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs.
SIAM J. Sci. Comput., 2020

Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds.
Oper. Res., 2020

Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors.
Oper. Res., 2020

Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage.
INFOR Inf. Syst. Oper. Res., 2020

Guest editorial to the featured cluster "Advances in stochastic optimization".
Eur. J. Oper. Res., 2020

Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehicles.
Eur. J. Oper. Res., 2020

Optimal Learning for Sequential Decisions in Laboratory Experimentation.
CoRR, 2020

On State Variables, Bandit Problems and POMDPs.
CoRR, 2020

2019
Optimal Learning for Urban Delivery Fleet Allocation.
Transp. Sci., 2019

Bias-Corrected Q-Learning With Multistate Extension.
IEEE Trans. Autom. Control., 2019

Bayesian Exploration for Approximate Dynamic Programming.
Oper. Res., 2019

A unified framework for stochastic optimization.
Eur. J. Oper. Res., 2019

From Reinforcement Learning to Optimal Control: A unified framework for sequential decisions.
CoRR, 2019

Computational sustainability: computing for a better world and a sustainable future.
Commun. ACM, 2019

Optimal Policies for Routing Multi Sensor-Effector Combined Autonomous Devices.
Proceedings of the 2019 International Symposium on Multi-Robot and Multi-Agent Systems, 2019

Meta-learning of Bidding Agent with Knowledge Gradient in a Fully Agent-based Sponsored Search Auction Simulator.
Proceedings of the 18th International Conference on Autonomous Agents and MultiAgent Systems, 2019

2018
Co-Optimizing Battery Storage for the Frequency Regulation and Energy Arbitrage Using Multi-Scale Dynamic Programming.
IEEE Trans. Smart Grid, 2018

Low-Rank Value Function Approximation for Co-Optimization of Battery Storage.
IEEE Trans. Smart Grid, 2018

Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models.
SIAM J. Optim., 2018

Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces.
SIAM J. Optim., 2018

Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty.
SIAM J. Optim., 2018

Finite-Time Analysis for the Knowledge-Gradient Policy.
SIAM J. Control. Optim., 2018

Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures.
Math. Oper. Res., 2018

Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems.
SIAM/ASA J. Uncertain. Quantification, 2018

Benchmarking a Scalable Approximate Dynamic Programming Algorithm for Stochastic Control of Grid-Level Energy Storage.
INFORMS J. Comput., 2018

A Knowledge Gradient Policy for Sequencing Experiments to Identify the Structure of RNA Molecules Using a Sparse Additive Belief Model.
INFORMS J. Comput., 2018

Approximate Dynamic Programming for Planning a Ride-Sharing System using Autonomous Fleets of Electric Vehicles.
CoRR, 2018

Dynamic Bidding for Advance Commitments in Truckload Brokerage Markets.
CoRR, 2018

2017
A Probability Model for Grid Faults Using Incomplete Information.
IEEE Trans. Smart Grid, 2017

ADAPT: A Price-Stabilizing Compliance Policy for Renewable Energy Certificates: The Case of SREC Markets.
Oper. Res., 2017

Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization.
INFORMS J. Comput., 2017

MOLTE: a Modular Optimal Learning Testing Environment.
CoRR, 2017

Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds.
CoRR, 2017

Optimal online learning in bidding for sponsored search auctions.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

2016
From Single Commodity to Multiattribute Models for Locomotive Optimization: A Comparison of Optimal Integer Programming and Approximate Dynamic Programming.
Transp. Sci., 2016

A Recursive Local Polynomial Approximation Method Using Dirichlet Clouds and Radial Basis Functions.
SIAM J. Sci. Comput., 2016

An optimal learning method for developing personalized treatment regimes.
CoRR, 2016

The Information-Collecting Vehicle Routing Problem: Stochastic Optimization for Emergency Storm Response.
CoRR, 2016

Perspectives of approximate dynamic programming.
Ann. Oper. Res., 2016

The Knowledge Gradient for Sequential Decision Making with Stochastic Binary Feedbacks.
Proceedings of the 33nd International Conference on Machine Learning, 2016

A Lasso-based Sparse Knowledge Gradient Policy for Sequential Optimal Learning.
Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, 2016

2015
A New Optimal Stepsize for Approximate Dynamic Programming.
IEEE Trans. Autom. Control., 2015

Nested-Batch-Mode Learning and Stochastic Optimization with An Application to Sequential MultiStage Testing in Materials Science.
SIAM J. Sci. Comput., 2015

Optimal Information Blending with Measurements in the <i>L</i><sup>2</sup> Sphere.
Math. Oper. Res., 2015

Optimal Learning in Experimental Design Using the Knowledge Gradient Policy with Application to Characterizing Nanoemulsion Stability.
SIAM/ASA J. Uncertain. Quantification, 2015

Optimal learning with a local parametric belief model.
J. Glob. Optim., 2015

An Approximate Dynamic Programming Algorithm for Monotone Value Functions.
Oper. Res., 2015

Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming.
INFORMS J. Comput., 2015

The Knowledge Gradient Policy Using A Sparse Additive Belief Model.
CoRR, 2015

2014
Guest Editorial: Special Issue on Energy and Transportation.
Transp. Sci., 2014

Semiconvex Regression for Metamodeling-Based Optimization.
SIAM J. Optim., 2014

Optimal learning for sequential sampling with non-parametric beliefs.
J. Glob. Optim., 2014

Locomotive Planning at Norfolk Southern: An Optimizing Simulator Using Approximate Dynamic Programming.
Interfaces, 2014

Least Squares Policy Iteration with Instrumental Variables vs. Direct Policy Search: Comparison Against Optimal Benchmarks Using Energy Storage.
CoRR, 2014

Energy and Uncertainty: Models and Algorithms for Complex Energy Systems.
AI Mag., 2014

Simulation optimization: a panel on the state of the art in research and practice.
Proceedings of the 2014 Winter Simulation Conference, 2014

A comparison of approximate dynamic programming techniques on benchmark energy storage problems: Does anything work?
Proceedings of the 2014 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, 2014

2013
A Robust Solution to the Load Curtailment Problem.
IEEE Trans. Smart Grid, 2013

Guest Editorial: Introduction to the special section on optimization methods and algorithms applied to smart grid.
IEEE Trans. Smart Grid, 2013

An Optimal Approximate Dynamic Programming Algorithm for Concave, Scalar Storage Problems With Vector-Valued Controls.
IEEE Trans. Autom. Control., 2013

Asymptotically optimal Bayesian sequential change detection and identification rules.
Ann. Oper. Res., 2013

The knowledge gradient algorithm using locally parametric approximations.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Robust Forecasting for Unit Commitment with Wind.
Proceedings of the 46th Hawaii International Conference on System Sciences, 2013

Bias-corrected Q-learning to control max-operator bias in Q-learning.
Proceedings of the 2013 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, 2013

2012
Information Collection for Linear Programs with Uncertain Objective Coefficients.
SIAM J. Optim., 2012

The Knowledge Gradient Algorithm for a General Class of Online Learning Problems.
Oper. Res., 2012

SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy.
INFORMS J. Comput., 2012

Approximate dynamic programming algorithms for optimal dosage decisions in controlled ovarian hyperstimulation.
Eur. J. Oper. Res., 2012

Approximate dynamic programming in transportation and logistics: a unified framework.
EURO J. Transp. Logist., 2012

Ranking and selection meets robust optimization.
Proceedings of the Winter Simulation Conference, 2012

An Intelligent Battery Controller Using Bias-Corrected Q-learning.
Proceedings of the Twenty-Sixth AAAI Conference on Artificial Intelligence, 2012

2011
The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations.
ACM Trans. Model. Comput. Simul., 2011

The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression.
SIAM J. Optim., 2011

Consistency of Sequential Bayesian Sampling Policies.
SIAM J. Control. Optim., 2011

The value of information in multi-armed bandits with exponentially distributed rewards.
Proceedings of the International Conference on Computational Science, 2011

Adaptive Stochastic Control for the Smart Grid.
Proc. IEEE, 2011

Hierarchical Knowledge Gradient for Sequential Sampling.
J. Mach. Learn. Res., 2011

Information Collection on a Graph.
Oper. Res., 2011

Optimal Energy Commitments with Storage and Intermittent Supply.
Oper. Res., 2011

The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery.
INFORMS J. Comput., 2011

May the best man win: simulation optimization for match-making in e-sports.
Proceedings of the Winter Simulation Conference 2011, 2011

Bayesian active learning with basis functions.
Proceedings of the 2011 IEEE Symposium on Adaptive Dynamic Programming And Reinforcement Learning, 2011

An adaptive-learning framework for semi-cooperative multi-agent coordination.
Proceedings of the 2011 IEEE Symposium on Adaptive Dynamic Programming And Reinforcement Learning, 2011

2010
Evolutionary Policy Iteration Under a Sampling Regime for Stochastic Combinatorial Optimization.
IEEE Trans. Autom. Control., 2010

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming.
J. Sched., 2010

On the robustness of a one-period look-ahead policy in multi-armed bandit problems.
Proceedings of the International Conference on Computational Science, 2010

Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem.
Manag. Sci., 2010

Dirichlet Process Mixtures of Generalized Linear Models.
Proceedings of the Thirteenth International Conference on Artificial Intelligence and Statistics, 2010

Approximate Dynamic Programming Captures Fleet Operations for Schneider National.
Interfaces, 2010

Rejoinder - The Languages of Stochastic Optimization.
INFORMS J. Comput., 2010

Feature Article - Merging AI and OR to Solve High-Dimensional Stochastic Optimization Problems Using Approximate Dynamic Programming.
INFORMS J. Comput., 2010

Paradoxes in Learning and the Marginal Value of Information.
Decis. Anal., 2010

Optimal control of dosage decisions in controlled ovarian hyperstimulation.
Ann. Oper. Res., 2010

Calibrating simulation models using the knowledge gradient with continuous parameters.
Proceedings of the 2010 Winter Simulation Conference, 2010

Optimal learning of transition probabilities in the two-agent newsvendor problem.
Proceedings of the 2010 Winter Simulation Conference, 2010

Nonparametric Density Estimation for Stochastic Optimization with an Observable State Variable.
Proceedings of the Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010. Proceedings of a meeting held 6-9 December 2010, 2010

Approximate dynamic programming with correlated Bayesian beliefs.
Proceedings of the 48th Annual Allerton Conference on Communication, 2010

2009
An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case Application.
Transp. Sci., 2009

The optimizing-simulator: An illustration using the military airlift problem.
ACM Trans. Model. Comput. Simul., 2009

An Optimal Approximate Dynamic Programming Algorithm for the Lagged Asset Acquisition Problem.
Math. Oper. Res., 2009

The Knowledge-Gradient Policy for Correlated Normal Beliefs.
INFORMS J. Comput., 2009

Capturing incomplete information in resource allocation problems through numerical patterns.
Eur. J. Oper. Res., 2009

A Monte Carlo Knowledge Gradient Method for Learning Abatement Potential of Emissions Reduction Technologies.
Proceedings of the 2009 Winter Simulation Conference, 2009

Simulation Model Calibration with Correlated Knowledge-gradients.
Proceedings of the 2009 Winter Simulation Conference, 2009

Approximate Dynamic Programming in Knowledge Discovery for Rapid Response.
Proceedings of the 42st Hawaii International International Conference on Systems Science (HICSS-42 2009), 2009

09181 Executive Summary - Sampling-based Optimization in the Presence of Uncertainty.
Proceedings of the Sampling-based Optimization in the Presence of Uncertainty, 26.04., 2009

09181 Abstracts Collection - Sampling-based Optimization in the Presence of Uncertainty.
Proceedings of the Sampling-based Optimization in the Presence of Uncertainty, 26.04., 2009

The knowledge gradient algorithm for online subset selection.
Proceedings of the IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, 2009

A convergent recursive least squares approximate policy iteration algorithm for multi-dimensional Markov decision process with continuous state and action spaces.
Proceedings of the IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, 2009

2008
A Knowledge-Gradient Policy for Sequential Information Collection.
SIAM J. Control. Optim., 2008

Approximate dynamic programming: Lessons from the field.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

The knowledge-gradient stopping rule for ranking and selection.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007
Incorporating Pricing Decisions into the Stochastic Dynamic Fleet Management Problem.
Transp. Sci., 2007

Monotonicity in multidimensional Markov decision processes for the batch dispatch problem.
Oper. Res. Lett., 2007

Sensitivity Analysis of a Dynamic Fleet Management Model Using Approximate Dynamic Programming.
Oper. Res., 2007

The optimizing-simulator: merging simulation and optimization using approximate dynamic programming.
Proceedings of the Winter Simulation Conference, 2007

Approximate dynamic programming for rail operations.
Proceedings of the ATMOS 2007, 2007

Chapter 5 Dynamic Models for Freight Transportation.
Proceedings of the Transportation, 2007

Approximate Dynamic Programming - Solving the Curses of Dimensionality.
Wiley, ISBN: 978-0-470-18296-3, 2007

2006
Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming.
Mach. Learn., 2006

Dynamic-Programming Approximations for Stochastic Time-Staged Integer Multicommodity-Flow Problems.
INFORMS J. Comput., 2006

A Metastrategy for Large-Scale Resource Management Based on Informational Decomposition.
INFORMS J. Comput., 2006

The single-node dynamic service scheduling and dispatching problem.
Eur. J. Oper. Res., 2006

2005
A Distributed Decision-Making Structure for Dynamic Resource Allocation Using Nonlinear Functional Approximations.
Oper. Res., 2005

12. Fleet Management.
Proceedings of the Applications of Stochastic Programming, 2005

2004
The Dynamic Assignment Problem.
Transp. Sci., 2004

Learning Algorithms for Separable Approximations of Discrete Stochastic Optimization Problems.
Math. Oper. Res., 2004

2003
An algorithm for approximating piecewise linear concave functions from sample gradients.
Oper. Res. Lett., 2003

Some Fixed-Point Results for the Dynamic Assignment Problem.
Ann. Oper. Res., 2003

Dynamic Models of Transportation Operations.
Proceedings of the Supply Chain Management: Design, Coordination and Operation, 2003

2002
An Adaptive Dynamic Programming Algorithm for the Heterogeneous Resource Allocation Problem.
Transp. Sci., 2002

An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, II: Multiperiod Travel Times.
Transp. Sci., 2002

An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel Times.
Transp. Sci., 2002

Implementing Real-Time Optimization Models: A Case Application From The Motor Carrier Industry.
Oper. Res., 2002

Exploiting structure in adaptive dynamic programming algorithms for a stochastic batch service problem.
Eur. J. Oper. Res., 2002

2001
A Flexible Java Representation for Uncertainty in Online Operations-Research Models.
INFORMS J. Comput., 2001

A Representational Paradigm for Dynamic Resource Transformation Problems.
Ann. Oper. Res., 2001

2000
On the Value of Optimal Myopic Solutions for Dynamic Routing and Scheduling Problems in the Presence of User Noncompliance.
Transp. Sci., 2000

Adaptive Labeling Algorithms for the Dynamic Assignment Problem.
Transp. Sci., 2000

A Multiplier Adjustment Method for Dynamic Resource Allocation Problems.
Transp. Sci., 2000

Shape - a Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs.
Oper. Res., 2000

1999
Solving Parallel Machine Scheduling Problems by Column Generation.
INFORMS J. Comput., 1999

A column generation based decomposition algorithm for a parallel machine just-in-time scheduling problem.
Eur. J. Oper. Res., 1999

1998
Real-Time Optimization of Containers and Flatcars for Intermodal Operations.
Transp. Sci., 1998

Dynamic Control of Logistics Queueing Networks for Large-Scale Fleet Management.
Transp. Sci., 1998

1997
A note on Bertsekas' small-label-first strategy.
Networks, 1997

A generalized threshold algorithm for the shortest path problem with time windows.
Proceedings of the Network Design: Connectivity and Facilities Location, 1997

1996
A Stochastic Formulation of the Dynamic Assignment Problem, with an Application to Truckload Motor Carriers.
Transp. Sci., 1996

Models and Algorithms for Distribution Problems with Uncertain Demands.
Transp. Sci., 1996

An Algorithm for Multistage Dynamic Networks with Random Arc Capacities, with an Application to Dynamic Fleet Management.
Oper. Res., 1996

Restricted recourse strategies for bounding the expected network recourse function.
Ann. Oper. Res., 1996

1995
Dynamic fleet management as a logistics queueing network.
Ann. Oper. Res., 1995

1994
Restricted Recourse Strategies for Dynamic Networks with Random Arc Capacities.
Transp. Sci., 1994

Subgradient Methods for the Service Network Design Problem.
Transp. Sci., 1994

A network recourse decomposition method for dynamic networks with random arc capacities.
Networks, 1994

Stochastic programs over trees with random arc capacities.
Networks, 1994

1993
Bounding procedures for multistage stochastic dynamic networks.
Networks, 1993

Multicommodity network flows: The impact of formulation on decomposition.
Math. Program., 1993

A Primal Partitioning Solution for the Arc-Chain Formulation of a Multicommodity Network Flow Problem.
Oper. Res., 1993

Stochastic and Dynamic Models in Transportation.
Oper. Res., 1993

1992
Numerical Methods for Simulating Transient, Stochastic Queueing Networks - II: Experimental Design.
Transp. Sci., 1992

Numerical Methods for Simulating Transient, Stochastic Queueing Networks - I: Methodology.
Transp. Sci., 1992

Shipment Routing Algorithms with Tree Constraints.
Transp. Sci., 1992

An Optimization-Based Heuristic for Vehicle Routing and Scheduling with Soft Time Window Constraints.
Transp. Sci., 1992

1991
The 1990 Transportation Science Section Dissertation Prize Competition.
Transp. Sci., 1991

1990
Selected Abstracts for the 1989 Transportation Science Section Dissertation Prize Competition.
Transp. Sci., 1990

A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems.
Transp. Sci., 1990

A Capacity Improvement Lower Bound for Fixed Charge Network Design Problems.
Oper. Res., 1990

1989
A Review of Sensitivity Results for Linear Networks and a New Approximation to Reduce the Effects of Degeneracy.
Transp. Sci., 1989

OR Practice - Design and Implementation of an Interactive Optimization System for Network Design in the Motor Carrier Industry.
Oper. Res., 1989

1986
A Local Improvement Heuristic for the Design of Less-than-Truckload Motor Carrier Networks.
Transp. Sci., 1986

A Stochastic Model of the Dynamic Vehicle Allocation Problem.
Transp. Sci., 1986

Iterative Algorithms for Bulk Arrival, Bulk Service Queues with Poisson and Non-Poisson Arrivals.
Transp. Sci., 1986

Approximate, Closed Form Moment Formulas for Bulk Arrival, Bulk Service Queues.
Transp. Sci., 1986

The Bulk Service Queue with a General Control Strategy: Theoretical Analysis and a New Computational Procedure.
Oper. Res., 1986

1985
Analysis of Vehicle Holding and Cancellation Strategies in Bulk Arrival, Bulk Service Queues.
Transp. Sci., 1985

1982
An algorithm for the equilibrium assignment problem with random link times.
Networks, 1982


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