Note: Optimality Conditions for an (s, S) Policy with Proportional and Lump-Sum Penalty Costs.

Sila Çetinkaya Mahmut Parlar

Published in: Manag. Sci. (2002)

Keyphrases

optimality conditions
nonlinear programming
objective function
karush kuhn tucker
nonlinear programming problems
lower level
semi infinite programming
optimal policy
sample size
linear programming
constrained optimization
penalty function
learning algorithm
special case
optimization problems