Abstract
AbstractThis paper presents an automatic and more robust implementation of multivariate adaptive regression splines (MARS) within the orthogonal array (OA)/MARS continuous‐state stochastic dynamic programming (SDP) method. MARS is used to estimate the future value functions in each SDP level. The default stopping rule of MARS employs the maximum number of basis functions Mmax, specified by the user. To reduce the computational effort and improve the MARS fit for the wastewater treatment SDP model, two automatic stopping rules, which automatically determine an appropriate value for Mmax, and a robust version of MARS that prefers lower‐order terms over higher‐order terms are developed. Computational results demonstrate the success of these approaches. Copyright © 2005 John Wiley & Sons, Ltd.
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