DynaProg: Deterministic Dynamic Programming solver for finite horizon multi-stage decision problems.
Federico MirettiDaniela MisulEzio SpessaPublished in: SoftwareX (2021)
Keyphrases
- multistage
- decision problems
- finite horizon
- optimal policy
- dynamic programming
- infinite horizon
- markov decision processes
- state space
- influence diagrams
- inventory control
- production system
- long run
- single product
- lot sizing
- stochastic programming
- stochastic optimization
- finite state
- single stage
- reinforcement learning
- markov decision process
- state dependent
- initial state
- asymptotically optimal
- partially observable
- optimal strategy
- optimal control
- linear programming
- lot size
- inventory level
- computational complexity
- linear program
- multi item
- search algorithm
- machine learning