Sample Path Optimal Policies for Serial Lines with Flexible Workers.
Dimitrios G. PandelisMark P. Van OyenPublished in: J. Appl. Probab. (2012)
Keyphrases
- sample path
- serial inventory systems
- optimal policy
- lost sales
- policy iteration
- average reward
- asymptotic analysis
- markov decision processes
- markov chain
- base stock policies
- infinite horizon
- dynamic programming
- reinforcement learning
- state dependent
- large deviations
- finite state
- finite horizon
- decision problems
- long run
- single stage
- state space
- multistage
- inventory control
- stationary points
- model free
- markov decision process
- sufficient conditions
- policy evaluation
- linear programming
- asymptotically optimal