Optimal Average-Cost Policy for a Queue with Start-Up and Shut-Down Costs.
Matthew J. SobelPublished in: Oper. Res. (1969)
Keyphrases
- average cost
- holding cost
- optimal policy
- long run
- markov decision processes
- infinite horizon
- finite number
- finite horizon
- finite state
- optimal control
- total cost
- control policy
- approximate dynamic programming
- state dependent
- multistage
- linear programming
- initial state
- expected cost
- markov decision process
- setup cost
- markov decision chains
- inventory models
- linear program
- markov decision problems
- arrival rate
- action sets
- risk sensitive
- dynamic programming
- markov chain
- state space
- reinforcement learning
- stationary policies
- sufficient conditions
- asymptotically optimal
- control policies
- steady state
- lead time
- special case
- production system