Evaluation of CUSUM Charts for Finite-Horizon Processes.

George Nenes George Tagaras

Published in: Commun. Stat. Simul. Comput. (2010)

Keyphrases

finite horizon
cumulative sum
infinite horizon
optimal stopping
markov decision processes
single product
optimal policy
inventory control
multistage
average cost
inventory models
anomaly detection
single item
markov decision process
yield management