Finite-horizon dynamic compensation of Markov Jump Linear Systems without mode observation.
Maxim DolgovGerhard KurzUwe D. HanebeckPublished in: CDC (2016)
Keyphrases
- linear systems
- finite horizon
- optimal policy
- sufficient conditions
- markov chain
- optimal stopping
- infinite horizon
- dynamical systems
- multistage
- markov decision processes
- yield management
- inventory control
- inventory models
- coefficient matrix
- single product
- state space
- markov decision process
- non stationary
- k nearest neighbor
- dynamic programming