Linear programming formulation for non-stationary, finite-horizon Markov decision process models.
Arnab BhattacharyaJeffrey P. KharoufehPublished in: Oper. Res. Lett. (2017)
Keyphrases
- non stationary
- process model
- finite horizon
- markov decision
- linear programming
- production system
- process mining
- single product
- linear program
- business processes
- business process
- dynamic programming
- average cost
- multistage
- optimal policy
- petri net
- event logs
- np hard
- integer programming
- infinite horizon
- code generator
- markov decision processes
- mixed integer
- objective function
- business process models
- sufficient conditions
- optimal solution