Approximate dynamic programming for an inventory problem: Empirical comparison.

Tatpong Katanyukul William S. Duff Edwin K. P. Chong

Published in: Comput. Ind. Eng. (2011)

Keyphrases

approximate dynamic programming
linear program
stochastic dynamic programming
reinforcement learning
dynamic programming
supply chain
step size
lead time
least squares
control policy
data mining
factored mdps
linear programming
monte carlo