Parallel bayesian policies for finite-horizon multiple comparisons with a known standard.
Weici HuPeter I. FrazierJing XiePublished in: WSC (2014)
Keyphrases
- finite horizon
- optimal policy
- control policies
- infinite horizon
- markov decision process
- optimal stopping
- stochastic inventory control
- average cost
- state space
- inventory models
- dynamic programming
- decision problems
- multistage
- inventory control
- single product
- reinforcement learning
- long run
- machine learning
- non stationary
- sufficient conditions
- lot size
- inventory policy