Obtaining stabilizing stationary controls via finite horizon cost.
Eduardo F. CostaJoão B. R. do ValPublished in: ACC (2006)
Keyphrases
- finite horizon
- average cost
- infinite horizon
- optimal policy
- non stationary
- optimal stopping
- markov decision processes
- lot size
- inventory models
- periodic review
- single product
- inventory control
- long run
- fixed cost
- finite state
- inventory policy
- lost sales
- multistage
- total cost
- yield management
- markov decision process
- finite number
- linear programming
- single item
- optimal control
- stochastic demand
- dynamic programming
- production planning
- linear program
- state space