Optimal unbiased estimation for expected cumulative discounted cost.
Zhenyu CuiMichael C. FuYijie PengLingjiong ZhuPublished in: Eur. J. Oper. Res. (2020)
Keyphrases
- average cost
- long run average cost
- expected cost
- dynamic programming
- minimum cost
- finite number
- total cost
- robust estimation
- stationary policies
- estimation accuracy
- estimation algorithm
- estimation error
- optimal solution
- optimal control
- risk neutral
- worst case
- optimal planning
- infinite horizon
- finite state
- density estimation
- accurate estimation
- markov decision processes
- optimal policy
- linear programming
- production cost
- estimation process
- fixed cost
- optimal cost
- neural network