Optimal Switching in Finite Horizon under State Constraints.
Idris KharroubiPublished in: SIAM J. Control. Optim. (2016)
Keyphrases
- finite horizon
- optimal stopping
- optimal policy
- infinite horizon
- single product
- markov decision processes
- state space
- markov decision process
- inventory models
- state dependent
- periodic review
- yield management
- long run
- optimal control
- inventory control
- multistage
- non stationary
- search space
- lost sales
- inventory policy
- sufficient conditions