On-line monitoring of extreme values of geometric profiles in finite horizon processes.
Giovanni CelanoPhilippe CastagliolaPublished in: Qual. Reliab. Eng. Int. (2020)
Keyphrases
- finite horizon
- extreme values
- infinite horizon
- optimal policy
- optimal stopping
- markov decision processes
- inventory models
- inventory control
- single product
- multistage
- markov decision process
- yield management
- real time
- long run
- average cost
- stochastic processes
- decision making
- single item
- finite state
- non stationary
- linear programming
- expected reward