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An Efficient Algorithm for Computing an Optimal (r, Q) Policy in Continuous Review Stochastic Inventory Systems.
Awi Federgruen
Yu-Sheng Zheng
Published in:
Oper. Res. (1992)
Keyphrases
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dynamic programming
optimal solution
cost function
learning algorithm
worst case
simulated annealing
monte carlo
search space
probabilistic model
expected cost
probability distribution
graphical models
decision makers
linear program
inventory systems