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Approximate dynamic programming for stochastic linear control problems on compact state spaces - MaRDI portal

Approximate dynamic programming for stochastic linear control problems on compact state spaces (Q299794)

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scientific article; zbMATH DE number 6596931
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English
Approximate dynamic programming for stochastic linear control problems on compact state spaces
scientific article; zbMATH DE number 6596931

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    Approximate dynamic programming for stochastic linear control problems on compact state spaces (English)
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    23 June 2016
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    dynamic programming
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    Markov processes
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    inventory
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    dual sourcing
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    multiple sourcing
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