Procedures for the Solution of a Finite-Horizon, Partially Observed, Semi-Markov Optimization Problem.
Chelsea C. White IIIPublished in: Oper. Res. (1976)
Keyphrases
- average cost
- finite horizon
- semi markov
- partially observed
- markov decision processes
- infinite horizon
- optimal policy
- optimal stopping
- inventory models
- inventory control
- single product
- multistage
- reinforcement learning
- robust optimization
- yield management
- markov decision process
- state space
- optimal solution
- conditional random fields
- mathematical model
- search algorithm
- expected reward