A finite horizon optimal switching problem with memory and application to controlled SDDEs.

Magnus Perninge

Published in: Math. Methods Oper. Res. (2020)

Keyphrases

finite horizon
optimal stopping
optimal policy
multistage
inventory control
dynamic programming
single product
markov decision processes
infinite horizon
stochastic demand
lot size
non stationary
single item
machine learning
optimal strategy
decision problems
inventory models
search algorithm