New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system

DOI10.1016/j.ejor.2015.07.026zbMath1346.90803OpenAlexW2197046949MaRDI QIDQ320866

Toshitaka Boh, Koichi Nakade, Katsuhisa Ohno, Takayoshi Tamura

Publication date: 7 October 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.2015.07.026

zbMATH Keywords

optimal controlapproximate dynamic programming algorithmscurses of dimensionalityJIT-based production and distribution systemundiscounted Markov decision processes

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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