Complexity of finite-horizon Markov decision process problems.
Martin MundhenkJudy GoldsmithChristopher LusenaEric AllenderPublished in: J. ACM (2000)
Keyphrases
- markov decision process
- finite horizon
- optimal policy
- infinite horizon
- state space
- markov decision processes
- decision problems
- optimal stopping
- reinforcement learning
- inventory control
- inventory models
- single product
- initial state
- multistage
- dynamic programming
- computational complexity
- average cost
- periodic review
- action space
- decision making