lp-model and markov decision problem, Operation Research

Assignment Help:

The supply of a certain good is inspected periodically. If an order is placed of size x>0 (integer), the ordering costs are 8+2.x. The delivery time is zero. The demand is stochastic en equals 1 or 2 with probability ½ . Demand in subsequent periods are independent. The size of an order must be such that (a) demand in a period is always satisfied, and (b) the stock at the end of a period never exceeds 2. The holding costs in a period are 2 per unit remaining at the end of a period. Target is to minimize the expected discounted costs over infinite horizon, use discount factor 0.8.

(a)   Give the optimality equations for the Markov decision problem.

(b)   Give an LP-model that allows you to determine the optimal policy.

(c)    Carry out two iterations of the value iteration algorithm

(d)   Choose an odering policy, and investigate using the policy iteration algorithm whether or not this policy is optimal. "

 


Related Discussions:- lp-model and markov decision problem

Linear programming , #questionQuestion. a paper mill produces two grades o...

#questionQuestion. a paper mill produces two grades of paper viz.,xand y.Bacause of raw material restrictions, it cannot produce more than 400 tones of grade x paper and 300 tons

PERT, how does it work

how does it work

T, #Principles of OR

#Principles of OR

Linear programming, nass food produces to kinds of popular dark chocolate b...

nass food produces to kinds of popular dark chocolate bars.the banana and coffee. the banana bar costs 0.22 to make and sells of 0.35, where as the coffee bar costs 0.40 to make an

Two sample tests- hypothesis testing, Two Sample Tests In some  situat...

Two Sample Tests In some  situation the researchers may be taking  statistical decisions based on two samples. Each  of the  two  samples may  represent a particular under con

Linear Programming , A paper mill produces two grades of paper viz., X and ...

A paper mill produces two grades of paper viz., X and Y. Because of raw material restrictions, it cannot produce more than 400 tons of grade X paper and 300 tons of grade Y pa

One sample sign test - hypothesis testing , One Sample sign Test In...

One Sample sign Test In a one  sample  test the  null  hypothesis μ = μ 0 against an  appropriate alternative on the basis of a random sample of size n we replace each sam

Fromulation of LPP, A paper mill produces two grades of paper viz., X and ...

A paper mill produces two grades of paper viz., X and Y because of raw material restrictions, it cannot produce more than 400 tons of grade X paper and 300 tons ot grade Y paper in

Uses of mode - measure of central tendency, Uses of Mode The  use of t...

Uses of Mode The  use of the mode is recommended in the following  situations: a.When a quick  and approximate measures of  central tendency desired. b.When the  measure

Replacement, an electric company which generates and distributes electricit...

an electric company which generates and distributes electricity conducted a study on the life of poles. tha appropriate life data are given in the following table: years after inst

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd