SPSC: A New Execution Policy for Exploring Discrete-Time Stochastic Simulations.
Yu-Lin HuangGildas MorvanFrédéric PichonDavid MercierPublished in: PRIMA (2019)
Keyphrases
- markov processes
- optimal control problems
- control policies
- markov chain
- model free reinforcement learning
- state dependent
- optimal policy
- optimal control
- monte carlo
- stochastic control
- state transition
- execution model
- finite state
- stochastic model
- stochastic optimization
- action selection
- expected cost
- policy makers
- multistage
- policy making
- supply chain