Finite horizon based switching between stabilizing controllers.
Gregory E. StewartGuy Albert DumontPublished in: ACC (2006)
Keyphrases
- finite horizon
- control policies
- optimal policy
- optimal stopping
- infinite horizon
- markov decision processes
- multistage
- inventory models
- single product
- reinforcement learning
- inventory control
- control system
- average cost
- markov decision process
- nonlinear systems
- yield management
- single item
- long run
- control law
- state space
- non stationary
- inventory policy
- dynamic programming
- real time
- initial state
- finite state
- lot size
- lost sales
- control strategy
- stochastic demand
- data mining