Structural Properties of Stochastic Dynamic Programs
From MaRDI portal
Publication:3635139
DOI10.1287/opre.50.5.796.365zbMath1163.90685MaRDI QIDQ3635139
Kevin F. McCardle, James E. Smith
Publication date: 3 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f4f24c42acf4b2d2421b2a28695543e1ac6e3523
Related Items
Manufacturing process changes: myopic and long-term planning, Monotone optimal control for a class of Markov decision processes, A new method of proving structural properties for certain class of stochastic dynamic control problems, Effects of system parameters on the optimal policy structure in a class of queueing control problems, Time and inventory dependent optimal maintenance policies for single machine workstations: an MDP approach, Monotonicity in multidimensional Markov decision processes for the batch dispatch problem, An Approximate Dynamic Programming Algorithm for Monotone Value Functions, STOCHASTIC SEQUENTIAL ASSIGNMENT PROBLEM WITH THRESHOLD CRITERIA, Technical Note—Optimal Structural Results for Assemble-to-Order Generalized M-Systems, Value and Policy Function Approximations in Infinite-Horizon Optimization Problems