Dimensionality Collapse: Optimal Measurement Selection for Low-Error Infinite-Horizon Forecasting.
Helmuth J. NaumerFarzad KamalabadiPublished in: AISTATS (2023)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- low error
- dynamic programming
- single item
- stochastic demand
- average cost
- inventory policy
- long run
- optimal policy
- fixed cost
- production planning
- periodic review
- markov decision processes
- state space
- data sets
- holding cost
- optimal strategy
- lot sizing
- lead time
- worst case
- expected cost
- asymptotically optimal
- inventory control
- feature space
- single product
- learning algorithm