Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints.
Efstathios BakolasPublished in: Autom. (2018)
Keyphrases
- linear systems
- finite horizon
- control policies
- control theory
- optimal policy
- infinite horizon
- dynamical systems
- sufficient conditions
- markov decision processes
- stochastic inventory control
- control system
- inventory models
- single product
- multistage
- finite state
- inventory control
- optimal control
- periodic review
- coefficient matrix
- control method
- markov decision process
- control strategy
- dynamic programming
- sparse linear systems
- real time
- long run
- non stationary
- interior point methods
- search space
- reinforcement learning
- decision making