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Search: subject:"Policy iteration method"
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continuous review
2
multi-item inventory system
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new algorithm
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optimal policy
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policy iteration method
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Betriebliche Altersversorgung
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Decumulation phase
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Defined contribution plan
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Final annuity guarantee
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HJB equation
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Policy iteration method
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Ishigaki, T.
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Ohno, K.
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Dadashi, Hassan
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Computational Statistics
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Optimal investment-consumption problem : post-retirement with minimum guarantee
Dadashi, Hassan
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 160-181
Persistent link: https://www.econbiz.de/10012419200
Saved in:
2
A multi-item continuous review inventory system with compound Poisson demands
Ohno, K.
;
Ishigaki, T.
- In:
Computational Statistics
53
(
2001
)
1
,
pp. 147-165
exact optimal policy is derived based upon the
policy
iteration
method
(PIM) using properties of the optimal policy. This …
Persistent link: https://www.econbiz.de/10010759589
Saved in:
3
A multi-item continuous review inventory system with compound Poisson demands
Ohno, K.
;
Ishigaki, T.
- In:
Mathematical Methods of Operations Research
53
(
2001
)
1
,
pp. 147-165
exact optimal policy is derived based upon the
policy
iteration
method
(PIM) using properties of the optimal policy. This …
Persistent link: https://www.econbiz.de/10010950373
Saved in:
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