Finite-Horizon Optimal Multiple Switching with Signed Switching Costs.

Published in: Math. Oper. Res. (2016)

Keyphrases

finite horizon
optimal stopping
optimal policy
infinite horizon
single product
markov decision processes
inventory control
dynamic programming
single item
multistage
inventory policy
lot size
optimal solution
markov decision process
long run
average cost
sufficient conditions
linear programming