Lightenings of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time.
Joël BlotThoi-Nhan NgoPublished in: J. Optim. Theory Appl. (2017)
Keyphrases
- infinite horizon
- optimal policy
- finite horizon
- optimal control
- long run
- markov decision processes
- stochastic demand
- dynamic programming
- production planning
- single item
- finite state
- average cost
- markov decision process
- state space
- fixed cost
- decision problems
- markov chain
- partially observable
- lead time
- holding cost
- sufficient conditions
- machine learning
- inventory policy
- policy iteration
- lost sales
- inventory control
- decision makers
- queueing networks
- dec pomdps