Stochastic approximation over multidimensional discrete sets with applications to inventory systems and admission control of queueing networks.
Eunji LimPublished in: ACM Trans. Model. Comput. Simul. (2012)
Keyphrases
- inventory systems
- admission control
- stochastic approximation
- queueing networks
- discrete sets
- end to end
- multi item
- monte carlo
- quality of service
- lead time
- heavy traffic
- steady state
- lot sizing
- long run
- production system
- state dependent
- stationary distribution
- queue length
- single server
- arrival rate
- single item
- lost sales
- reinforcement learning
- special case
- neural network
- multistage
- supply chain
- dynamic programming
- np hard
- search algorithm