Robust classical-impulse stochastic control problems in an infinite horizon.
Chi Seng PunPublished in: Math. Methods Oper. Res. (2022)
Keyphrases
- control problems
- optimal control
- infinite horizon
- brownian motion
- stochastic control
- reinforcement learning
- dynamic programming
- finite horizon
- optimal policy
- periodic review
- continuous state spaces
- stochastic demand
- production planning
- partially observable
- markov decision process
- average cost
- long run
- single item
- markov decision processes
- adaptive control
- fixed cost
- control strategy
- real time
- control law
- state space
- lost sales
- multistage
- inventory models
- inventory policy
- data mining