A discussion on the discrete-time finite-horizon indefinite LQ problem.
Augusto FerranteLorenzo NtogramatzidisPublished in: CDC (2016)
Keyphrases
- finite horizon
- infinite horizon
- optimal policy
- markov decision processes
- optimal stopping
- optimal control
- inventory models
- inventory control
- single product
- finite state
- multistage
- markov decision process
- average cost
- yield management
- markov chain
- lot size
- long run
- state space
- single item
- non stationary
- reinforcement learning