Computing the matrix exponential and the Cholesky factor of a related finite horizon Gramian.

Tony Stillfjord Filip Tronarp

Published in: CoRR (2023)

Keyphrases

finite horizon
infinite horizon
yield management
optimal policy
optimal stopping
markov decision processes
single product
multistage
inventory control
sparse matrix
inventory models
markov decision process
machine learning
learning algorithm
dynamic programming
average cost