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math.OC2017
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
Eugene A. Feinberg, Jefferson Huang
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous…
math.OC2017
Stochastic Setup-Cost Inventory Model with Backorders and Quasiconvex Cost Functions
Eugene A. Feinberg, Yan Liang
In this paper we study a periodic-review single-commodity setup-cost inventory model with backorders and holding/backlog costs satisfying quasiconvexity assumptions. We show that t…
math.OC2016
Optimality Conditions for Inventory Control
Eugene A. Feinberg
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these…