Suboptimal anisotropic filtering in a finite horizon.
Victor N. TiminAlexander P. KurdyukovPublished in: Autom. Remote. Control. (2016)
Keyphrases
- finite horizon
- diffusion filtering
- infinite horizon
- optimal policy
- markov decision processes
- optimal stopping
- inventory control
- single product
- inventory models
- multistage
- markov decision process
- yield management
- average cost
- single item
- anisotropic diffusion
- long run
- dynamic programming
- stochastic demand
- expected reward
- lot size
- control policies
- production system
- non stationary
- reinforcement learning