On Markovian decision models with a finite skeleton
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Publication:3312041
DOI10.1007/BF01919083zbMath0529.90095OpenAlexW2010645467MaRDI QIDQ3312041
Publication date: 1984
Published in: Zeitschrift für Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01919083
growth modelinventory modelskeletonturnpike theoremcash- balance modelcountable state space Markovian decision modelsfinite-state, finite- action reduced model
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Cites Work
- Exponential convergence of products of stochastic matrices
- Convergence Results and Approximations for Optimal (s, S) Policies
- On the Optimality of $(s,S)$-Policies in Dynamic Inventory Models with Finite Horizon
- On a Conjecture of Iglehart
- Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
- Coefficients of ergodicity: structure and applications
- Turnpike Planning Horizons for a Markovian Decision Model
- On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof
- The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases
- Stochastic Growth Models
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