Almost optimal policies for stochastic systemswhich almost satisfy conservation laws.
Kevin D. GlazebrookRenate GarbePublished in: Ann. Oper. Res. (1999)
Keyphrases
- optimal policy
- conservation laws
- stochastic systems
- state dependent
- sample path
- markov decision processes
- lost sales
- policy iteration
- reinforcement learning
- decision problems
- finite horizon
- average reward
- stochastic models
- state space
- multistage
- long run
- infinite horizon
- dynamic programming
- finite state
- partial differential equations
- initial state
- sufficient conditions
- long run average cost
- demand distributions
- least squares
- inventory level
- markov decision process
- partially observable markov decision processes
- stochastic model
- learning algorithm
- monte carlo
- confidence intervals
- linear programming
- denoising
- stochastic processes