Degeneracy in infinite horizon optimization.
Sarah M. RyanJames C. BeanPublished in: Math. Program. (1989)
Keyphrases
- infinite horizon
- finite horizon
- optimal policy
- long run
- optimal control
- production planning
- stochastic demand
- single item
- markov decision processes
- average cost
- partially observable
- optimization problems
- inventory policy
- dec pomdps
- markov decision process
- lost sales
- reinforcement learning
- production capacity
- inventory models
- fixed cost
- lead time
- control system