Performance Guarantees for Empirical Markov Decision Processes with Applications to Multiperiod Inventory Models

DOI10.1287/opre.1120.1090zbMath1263.90121OpenAlexW2140190730MaRDI QIDQ4904590

Bharath Rangarajan, William L. Cooper

Publication date: 30 January 2013

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9675808fd9c15a25e0d16d03711e86e9aa63cb99

zbMATH Keywords

estimationinventory/production

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms ⋮ Dynamic Inventory Control with Fixed Setup Costs and Unknown Discrete Demand Distribution ⋮ (s, S) Inventory Systems with Correlated Demands ⋮ Empirical Dynamic Programming

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