Application of average dynamic programming to inventory systems
From MaRDI portal
Publication:1298770
DOI10.1007/BF01198405zbMath0940.90007MaRDI QIDQ1298770
Óscar Vega-Amaya, Raúl Montes-De-oca
Publication date: 25 July 2000
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
dynamic programming; average cost; inventory systems; discrete-time Markov control processes; unbounded costs and controls
Related Items
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
Cites Work
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
- Another set of conditions for average optimality in Markov control processes
- Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
- Comparing recent assumptions for the existence of average optimal stationary policies
- Discounted and average Markov decision processes with unbounded rewards: New conditions
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
- Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Average Optimality in Dynamic Programming with General State Space
- A Counterexample on the Semicontinuity of Minima
- Unnamed Item
- Unnamed Item
- Unnamed Item