haku: @indexterm Dynamic programming / yhteensä: 309
viite: 12 / 309
Tekijä: | Papadaki, K. P. Powell, W. B. |
Otsikko: | Exploiting Structure in Adaptive Dynamic Programming Algorithms for a Stochastic Batch Service Problem |
Lehti: | European Journal of Operational Research
2002 : OCT, VOL. 142:1, p. 108-127 |
Asiasana: | DYNAMIC PROGRAMMING INVENTORY CONTROL SERVICE PROBLEM SOLVING |
Kieli: | eng |
Tiivistelmä: | The purpose of this paper is to illustrate the importance of using structural results in dynamic programming algorithms. The authors consider the problem of approximating optimal strategies for the batch service of customers at a service station. Customers stochastically arrive at the station and wait to be served, incurring a waiting cost and a service cost. Service of customers is performed in groups of a fixed service capacity. The authors investigate the structure of cost functions and establish some theoretical results including monotonicity of the value functions. Then, the authors use the authors' adaptive dynamic programming monotone algorithm that uses structure to preserve monotonicity of the estimates at each iterations to approximate the value functions. |
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