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Application of average dynamic programming to inventory systems

Vega-Amaya, Oscar - In: Mathematical methods of operations research 47 (1998) 3, pp. 451-471

Persistent link: https://www.econbiz.de/10001249031

Nearly optimal stationary policies in negative dynamic programming

Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl - In: Mathematical methods of operations research 49 (1999) 3, pp. 441-456

Persistent link: https://www.econbiz.de/10001415625

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

Gordienko, Evgueni - In: Mathematical methods of operations research 45 (1997) 2, pp. 245-263

Persistent link: https://www.econbiz.de/10001217954

An envelope theorem and some applications to discounted Markov decision processes

Cruz-Suárez, Hugo; Montes-de-Oca, Raúl - In: Mathematical methods of operations research 67 (2008) 2, pp. 299-321

Persistent link: https://www.econbiz.de/10003681564

Average cost Markov control processes: stability with respect to the Kantorovich metric

Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Mathematical methods of operations research 70 (2009) 1, pp. 13-33

Persistent link: https://www.econbiz.de/10003881237

Risk-sensitive average optimality in Markov decision chains

Sladký, Karel; Montes-de-Oca, Raúl - In: Operations research proceedings 2007 : selected papers …, (pp. 69-74). 2008

Persistent link: https://www.econbiz.de/10003716089

Discounted cost optimality problem : stability with respect to weak metrics

Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Mathematical methods of operations research 68 (2008) 1, pp. 77-96

Persistent link: https://www.econbiz.de/10003748386

Application of Average Dynamic Programming to Inventory Systems

Vega-Amaya, Oscar; Montes-de-Oca, Raúl - 1998

We show the existence of average cost (AC-) optimal policy for an inventory system with uncountable state space; in fact, the AC-optimal cost and an AC-optimal stationary policy are explicitly computed. In order to do this, we use a variant of the vanishing discount factor approach, which has been...

Persistent link: https://www.econbiz.de/10014215883