Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach.
Javier de FrutosJulia NovoPublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- infinite horizon
- dynamic programming
- optimal control
- dec pomdps
- finite horizon
- optimal policy
- stochastic demand
- single item
- markov decision processes
- average cost
- state space
- long run
- production planning
- markov decision process
- worst case
- fixed cost
- linear programming
- inventory policy
- multistage
- periodic review
- markov decision problems
- lower bound
- multi agent
- demand distributions
- policy iteration
- partially observable markov decision processes
- asymptotically optimal
- single agent