Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients.
Boualem DjehicheSaid HamadèneIbtissem HdhiriHelmi ZaatraPublished in: Math. Oper. Res. (2022)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- optimal policy
- control policies
- long run
- dynamic programming
- periodic review
- long run average cost
- stochastic demand
- control strategy
- markov decision processes
- single item
- demand distributions
- production planning
- partially observable
- fixed cost
- reinforcement learning
- dec pomdps
- control system
- real time
- decision makers
- stochastic process
- search algorithm
- decision making
- machine learning