Application of average dynamic programming to inventory systems
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Publication:1298770
DOI10.1007/BF01198405zbMath0940.90007MaRDI QIDQ1298770
Raúl Montes-De-oca, Óscar Vega-Amaya
Publication date: 25 July 2000
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01198405
dynamic programming; average cost; inventory systems; discrete-time Markov control processes; unbounded costs and controls
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A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs, A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces, Markov control processes with pathwise constraints, Optimal strategies for an inventory system with cost functions of general form
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