Optimality of two-sided (σ, Σ) policy in capacity expansion problem.
Xiaoming YanYong WangPublished in: Oper. Res. Lett. (2014)
Keyphrases
- capacity expansion
- control policies
- production planning
- multistage
- capacity planning
- infinite horizon
- optimal policy
- mixed integer programming
- average cost
- mathematical programming
- mixed integer programming model
- optimal solution
- markov decision process
- action space
- control policy
- motion control
- reinforcement learning
- finite horizon
- action selection
- optimal control
- stochastic programming
- real valued
- linear programming
- dynamic programming
- control system
- bayesian networks