Adaptive Control Variates for Finite-Horizon Simulation.
Sujin KimShane G. HendersonPublished in: Math. Oper. Res. (2007)
Keyphrases
- adaptive control
- finite horizon
- optimal policy
- infinite horizon
- control method
- nonlinear systems
- optimal stopping
- reinforcement learning
- markov decision processes
- feedback control
- autonomous control
- inventory control
- multistage
- inventory models
- control law
- variable structure
- yield management
- single product
- dynamic environments
- chaotic systems
- average cost
- adaptive controller
- state space
- decision making