Some Applications of Linear Programming Formulations in Stochastic Control.
Dan GoreacOana-Silvia SereaPublished in: J. Optim. Theory Appl. (2012)
Keyphrases
- markov processes
- stochastic control
- queueing systems
- linear programming
- linear program
- non stationary
- dynamic programming
- np hard
- optimal control
- optimal solution
- operations management
- integer programming
- control problems
- objective function
- reinforcement learning
- partial differential equations
- closed form
- brownian motion
- supply chain