Mining interesting sequences with low average cost and high average utility.
Tin C. TruongHai V. DuongBac LePhilippe Fournier-VigerUnil YunPublished in: Appl. Intell. (2022)
Keyphrases
- average cost
- markov decision processes
- long run
- finite state
- finite number
- infinite horizon
- optimal policy
- optimal control
- markov decision chains
- high levels
- total cost
- multistage
- linear programming
- risk sensitive
- significantly lower
- approximate dynamic programming
- high sensitivity
- finite horizon
- utility function
- special case
- policy iteration
- control policy
- linear program
- inventory models
- markov decision process
- dynamic programming
- holding cost
- search algorithm
- lower bound
- low signal to noise ratio
- state space
- markov decision problems
- supply chain