Infinite-horizon, Multiple-Cumulant Cost Density-Shaping for stochastic optimal control.
Matthew ZyskowskiRonald W. DiersingPublished in: ACC (2011)
Keyphrases
- infinite horizon
- average cost
- fixed cost
- long run
- finite horizon
- optimal policy
- optimal control
- holding cost
- expected cost
- inventory policy
- demand distributions
- production planning
- markov decision processes
- dynamic programming
- stochastic demand
- periodic review
- real time
- lead time
- markov decision process
- single item
- lost sales
- partially observable
- search algorithm
- inventory models
- machine learning
- production capacity