Infinite horizon programs; convergence of approximate solutions.
Sjur Didrik FlåmAlain FougèresPublished in: Ann. Oper. Res. (1991)
Keyphrases
- infinite horizon
- approximate solutions
- finite horizon
- long run
- optimal control
- np hard
- dynamic programming
- production planning
- markov decision processes
- optimal policy
- stochastic demand
- optimal solution
- fixed cost
- single item
- exact solution
- state space
- markov decision process
- average cost
- convergence speed
- partially observable
- lead time
- convergence rate
- energy function
- objective function
- control strategy
- sufficient conditions
- lot size
- level set
- markov decision problems
- dec pomdps