Bounding the greedy strategy in finite-horizon string optimization.
Yajing LiuEdwin K. P. ChongAli PezeshkiPublished in: CDC (2015)
Keyphrases
- finite horizon
- greedy strategy
- infinite horizon
- optimal policy
- greedy algorithm
- optimal stopping
- markov decision processes
- single product
- yield management
- inventory control
- multistage
- markov decision process
- upper bound
- inventory models
- dynamic programming
- single item
- reinforcement learning
- non stationary
- linear programming
- search algorithm
- machine learning
- data mining