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math.OC2025
Computing optimal policies for managing inventories with noisy observations
Eugene Feinberg, Jefferson Huang, Pavlo Kasyanov +1
This paper implements the Deep Deterministic Policy Gradient (DDPG) algorithm for computing optimal policies for partially observable single-product periodic review inventory contr…
math.OC2025
A Bi-Objective Markov Decision Process Design approach to redundancy allocation with dynamic maintenance for a parallel system
Luke Fairley, Rob Shone, Peter Jacko +1
The reliability of a system can be improved by the addition of redundant elements, giving rise to the well-known redundancy allocation problem (RAP). We propose a novel extension t…
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…