A stochastic linear programming modelling and solution approach for planning the supply of rewards in Loyalty Reward Programs.
Yuheng CaoAaron Luntala NsakandaMoustapha DiabyPublished in: Int. J. Math. Oper. Res. (2012)
Keyphrases
- linear programming
- reinforcement learning
- optimal solution
- stochastic programming
- linear program
- reward function
- optimal control problems
- network flow
- integer programming
- dynamic programming
- quadratic programming
- state space
- stochastic domains
- bandit problems
- domain independent
- monte carlo
- assembly systems
- learning automaton