Approximate dynamic programming for stochastic linear control problems on compact state spaces
Year of publication: |
2015
|
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Authors: | Wörner, Stefan ; Laumanns, Marco ; Zenklusen, Rico ; Fertis, Apostolos |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 241.2015, 1 (16.2.), p. 85-98
|
Subject: | Dynamic programming | Markov processes | Inventory | Dual sourcing | Multiple sourcing | Theorie | Theory | Markov-Kette | Markov chain | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Lagerhaltungsmodell | Inventory model |
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