A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
DOI10.1287/moor.2016.0784zbMath1352.60030arXiv1505.00749OpenAlexW2259964332MaRDI QIDQ2833111
Alessandro Arlotto, J. Michael Steele
Publication date: 16 November 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.00749
dynamic programmingcentral limit theoremnonhomogeneous Markov chainssequential decisionMarkov decision problemdynamic inventory management
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Dynamic programming in optimal control and differential games (49L20) Combinatorial optimization (90C27) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Combinatorial probability (60C05) Markov and semi-Markov decision processes (90C40)
Related Items (3)
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