Bounds for the approximation of dynamic programs

DOI10.1007/BF01918632zbMath0592.90091OpenAlexW2064857524MaRDI QIDQ3722291

H. Benzing

Publication date: 1986

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01918632

zbMATH Keywords

inventoryoptimal policyBounds(s,S)-policiesapproximation of the minimum expected total costfinite stage dynamic programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)

Cites Work

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• Estimates for finite-stage dynamic programs
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
• Technical Note—An Adjustment to the Norman-White Approach to Approximating Dynamic Programs
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• On the Optimality of $(s,S)$-Policies in Dynamic Inventory Models with Finite Horizon
• Computing Optimal (s, S) Inventory Policies
• On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof

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