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

DOI10.1016/j.ejor.2014.08.003zbMath1338.90448OpenAlexW2028143206MaRDI QIDQ299794

Stefan Woerner, Marco Laumanns, Apostolos Fertis, Rico Zenklusen

Publication date: 23 June 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.08.003

zbMATH Keywords

dynamic programminginventoryMarkov processesdual sourcingmultiple sourcing

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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