New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system

DOI10.1016/J.EJOR.2015.07.026MaRDI QIDQ320866zbMATH OpenOpenAlexFDO

Authors Katsuhisa Ohno, Toshitaka Boh, Koichi Nakade, Takayoshi Tamura

Publication date 7 October 2016

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2015.07.026

zbMATH Keywords

optimal controlapproximate dynamic programming algorithmscurses of dimensionalityJIT-based production and distribution systemundiscounted Markov decision processes

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cited in

(7)

• A typology and literature review on stochastic multi-echelon inventory models
• Dynamic assignment of a multi-skilled workforce in job shops: an approximate dynamic programming approach
• Integrated optimization of material supplying, manufacturing, and product distribution: models and fast algorithms
• A performance-centred approach to optimising maintenance of complex systems
• Fast heuristic approach for control of complex authentication systems
• Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets
• Relevant states and memory in Markov chain bootstrapping and simulation

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