Financing policies via stochastic control: a dynamic programming approach.
Roy CerquetiPublished in: J. Glob. Optim. (2012)
Keyphrases
- stochastic control
- dynamic programming
- optimal control
- optimal policy
- control problems
- brownian motion
- queueing systems
- state space
- infinite horizon
- markov decision processes
- partially observable markov decision processes
- operations management
- reinforcement learning
- markov decision process
- supply chain
- inventory level
- poisson process
- state dependent
- long run