The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs.
Edward J. SondikPublished in: Oper. Res. (1978)
Keyphrases
- infinite horizon
- optimal control
- markov processes
- partially observable
- single item
- fixed cost
- average cost
- stochastic demand
- periodic review
- markov chain
- finite horizon
- dynamic programming
- control strategy
- markov decision problems
- non stationary
- production planning
- stochastic processes
- random fields
- reinforcement learning
- markov decision process
- policy iteration
- steady state
- lost sales
- total cost
- real time
- control system
- np hard
- probabilistic model
- state space
- markov decision processes