Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems.
Oswaldo L. V. CostaEsteban Fernández TuestaPublished in: IEEE Trans. Autom. Control. (2003)
Keyphrases
- optimal control
- linear systems
- infinite horizon
- finite horizon
- average cost
- sufficient conditions
- dynamic programming
- stochastic demand
- dynamical systems
- inventory models
- inventory control
- single product
- sparse linear systems
- single item
- control strategy
- optimal policy
- production planning
- reinforcement learning
- control theory
- brownian motion
- markov decision process
- fixed cost
- markov chain
- objective function
- control law
- control policies
- markov decision processes
- multistage
- knapsack problem
- periodic review
- search space