The Extended Symplectic Pencil and the Finite-Horizon LQ Problem With Two-Sided Boundary Conditions.
Augusto FerranteLorenzo NtogramatzidisPublished in: IEEE Trans. Autom. Control. (2013)
Keyphrases
- boundary conditions
- finite horizon
- infinite horizon
- optimal policy
- optimal stopping
- inventory models
- single product
- sufficient conditions
- markov decision processes
- optimal control
- inventory control
- shape from shading
- multistage
- markov decision process
- reaction diffusion
- boundary value problem
- yield management
- spline interpolation
- finite element model
- state space
- dynamic programming
- finite element method
- long run
- light source
- poisson equation
- learning algorithm