Solvability in infinite horizon optimization.
Timothy D. LortzIrina S. DolinskayaArchis GhateRobert L. SmithPublished in: Oper. Res. Lett. (2015)
Keyphrases
- infinite horizon
- finite horizon
- optimal policy
- optimal control
- stochastic demand
- long run
- markov decision processes
- production planning
- dynamic programming
- single item
- partially observable
- markov decision process
- fixed cost
- optimization problems
- production capacity
- average cost
- lead time
- search algorithm
- periodic review
- reinforcement learning