An Asymptotically Optimal Policy for a Quantity-Based Network Revenue Management Problem.
Martin I. ReimanQiong WangPublished in: Math. Oper. Res. (2008)
Keyphrases
- optimal policy
- network revenue management
- asymptotically optimal
- markov decision processes
- order quantity
- state space
- decision problems
- finite horizon
- reinforcement learning
- long run
- dynamic programming
- infinite horizon
- finite state
- multistage
- sufficient conditions
- state dependent
- initial state
- markov decision process
- lost sales
- optimal production
- inventory level
- reward function
- average cost
- linear programming
- search space