Explicit Solutions for Singular Infinite Horizon Calculus of Variations.

Eladio Ocaña Anaya Pierre Cartigny

Published in: SIAM J. Control. Optim. (2012)

Keyphrases

infinite horizon
finite horizon
optimal policy
markov decision processes
long run
optimal control
single item
dynamic programming
production planning
markov decision process
stochastic demand
partially observable
production capacity
average cost
lead time
fixed cost
dec pomdps
non stationary