Robust finite horizon minimax filtering for discrete time stochastic uncertain systems.

Myung-Gon Yoon Valery A. Ugrinovskii Ian R. Petersen

Published in: CDC (2002)

Keyphrases

finite horizon
control policies
np hard
multistage
single product
optimal stopping
decision making
linear programming
markov decision processes
dynamic systems
infinite horizon
markov decision process
inventory control
yield management