Approximate dynamic programming for an inventory problem: Empirical comparison

Computers and Industrial Engineering

Volumn 60, Issue 4, 2011, Pages 719-743

  Katanyukul, Tatpong ^a   Duff, William S ^a   Chong, Edwin K P ^a  

^a Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

Approximate dynamic programming; AR(1) GARCH(1,1); Heterogeneity; Inventory control; Reinforcement learning; Simulation

Indexed keywords

APPROXIMATE DYNAMIC PROGRAMMING; AR(1)/GARCH(1,1); COST STRUCTURE; DEMAND CORRELATION; DEMAND MODELS; EMPIRICAL COMPARISON; EMPIRICAL RESULTS; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY; HETEROGENEITY; INVENTORY PROBLEM; SIMULATION; SIMULATION-BASED; STATE VARIABLES;

COMPUTER SIMULATION; INVENTORY CONTROL; REINFORCEMENT LEARNING;

DYNAMIC PROGRAMMING;

EID: 79952619478     PISSN: 03608352     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cie.2011.01.007     Document Type: Article

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