Improving quasi-optimal inventory and transportation policies using adaptive critic based approximate dynamic programming.
Stephen ShervaisThaddeus T. ShannonPublished in: SMC (2000)
Keyphrases
- approximate dynamic programming
- control policy
- stochastic dynamic programming
- average cost
- dynamic programming
- linear program
- long run
- reinforcement learning
- optimal policy
- holding cost
- markov decision processes
- inventory replenishment
- infinite horizon
- echelon stock
- finite horizon
- optimal control
- linear programming
- optimal solution
- special case
- state dependent
- decision making
- dynamic pricing
- setup cost
- finite state
- step size
- evaluation function