Transversality condition for singular infinite horizon calculus of variations.
Eladio Ocaña AnayaPierre CartignyPublished in: J. Glob. Optim. (2011)
Keyphrases
- infinite horizon
- finite horizon
- optimal policy
- long run
- stochastic demand
- markov decision processes
- optimal control
- sufficient conditions
- dynamic programming
- single item
- average cost
- state space
- production planning
- partially observable
- lead time
- holding cost
- markov decision process
- dec pomdps
- fixed cost
- periodic review
- production capacity
- inventory systems
- reinforcement learning
- inventory policy
- decision making
- data mining