Countable-State, Continuous-Time Dynamic Programming with Structure

DOI10.1287/OPRE.24.3.477MaRDI QIDQ4124636zbMATH OpenOpenAlexFDO

Authors Steven A. Lippman

Publication date 1976

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.24.3.477

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99)

Cited in

(4)

• Optimal dynamic pricing for used products in remanufacturing over an infinite horizon
• Numerical analysis of continuous time Markov decision processes over finite horizons
• Optimal decisions for continuous time Markov decision processes over finite planning horizons
• Optimal dynamic pricing of perishable products with stochastic demand and a finite set of prices

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