Bounds for the approximation of dynamic programs

DOI10.1007/BF01918632MaRDI QIDQ3722291zbMATH OpenOpenAlexFDO

Authors H. Benzing

Publication date 1986

Published in Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01918632

zbMATH Keywords

(s,S)-policiesapproximation of the minimum expected total costBoundsfinite stage dynamic programminginventoryoptimal policy

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Applications of mathematical programming (90C90)

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Cites work

• Computing Optimal (s, S) Inventory Policies
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Estimates for finite-stage dynamic programs
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• scientific article; zbMATH DE number 3395607 (Why is no real title available?)
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
• On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof
• On the Optimality of (s,S)-Policies in Dynamic Inventory Models with Finite Horizon
• Technical Note—An Adjustment to the Norman-White Approach to Approximating Dynamic Programs

Cited in

(8)

• Lo-Keng Hua inequality and dynamic programming
• Asymptotic properties in dynamic programming
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• On Bounds for Dynamic Programs
• Approximation and bounds in discrete event dynamic programming
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• scientific article; zbMATH DE number 1552223 (Why is no real title available?)
• A Dynamic Programming Solution to Bounded Dejittering Problems

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