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Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case.
Augusto Ferrante
Lorenzo Ntogramatzidis
Published in:
Syst. Control. Lett. (2005)
Keyphrases
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finite horizon
infinite horizon
optimal stopping
optimal policy
inventory models
markov decision processes
inventory control
multistage
markov chain
single product
state space
model checking
finite state
average cost
lot size