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The Underlying Markov Decision Process in the Single-Leg Airline Yield-Management Problem.
Conrad J. Lautenbacher
Shaler Stidham Jr.
Published in:
Transp. Sci. (1999)
Keyphrases
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yield management
finite horizon
markov decision process
infinite horizon
optimal policy
markov decision processes
state space
reinforcement learning
multistage
transition matrices
objective function
initial state
dynamic programming
semi supervised
average cost
policy iteration