Keyphrases
- average cost
- markov decision processes
- long run
- finite number
- optimal policy
- finite state
- markov decision chains
- infinite horizon
- optimal control
- linear program
- linear programming
- finite horizon
- approximate dynamic programming
- inventory models
- initial state
- random sampling
- total cost
- risk sensitive
- action sets
- multistage
- setup cost
- state space
- sampling strategy
- data mining
- control policy
- decision problems
- sampling methods
- holding cost
- reinforcement learning
- sampling algorithm
- dynamic programming
- monte carlo