A central limit theorem for temporally nonhomogeneous Markov chains with applications to dynamic programming
Year of publication: |
November 2016
|
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Authors: | Arlotto, Alessandro ; Steele, John Michael |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 4, p. 1448-1468
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Subject: | nonhomogeneous Markov chain | central limit theorem | Markov decision problem | sequential decision | dynamic inventory management | alternating subsequence | Theorie | Theory | Markov-Kette | Markov chain | Dynamische Optimierung | Dynamic programming | Lagerhaltungsmodell | Inventory model |
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