Marginalization on Bifurcation Diagrams: A New Perspective on Infinite-Horizon Prediction.
Helmuth J. NaumerYizhen LuFarzad KamalabadiPublished in: SSP (2021)
Keyphrases
- infinite horizon
- finite horizon
- optimal control
- markov decision processes
- optimal policy
- long run
- dynamic programming
- stochastic demand
- production planning
- partially observable
- markov decision process
- lead time
- single item
- average cost
- reinforcement learning
- dynamical systems
- dec pomdps
- production capacity
- fixed cost
- multistage
- cost function