A unified approach to the finite-horizon LQ regulator - Part II: the discrete time.
Augusto FerranteLorenzo NtogramatzidisPublished in: CDC (2006)
Keyphrases
- finite horizon
- linear quadratic
- optimal control
- infinite horizon
- average cost
- optimal stopping
- dynamic programming
- inventory control
- inventory models
- single product
- production planning
- single item
- reinforcement learning
- control strategy
- markov decision process
- lot size
- brownian motion
- markov decision processes
- multistage
- optimal policy
- fixed cost
- lost sales
- steady state
- yield management
- inventory policy
- expected reward