A Nested Computational Approach to the Discrete-Time Finite-Horizon LQ Control Problem.
Giovanni MarroDomenico PrattichizzoElena ZattoniPublished in: SIAM J. Control. Optim. (2003)
Keyphrases
- finite horizon
- optimal control
- infinite horizon
- optimal policy
- control policies
- average cost
- optimal stopping
- inventory control
- markov decision processes
- inventory models
- single product
- control system
- multistage
- dynamic programming
- finite state
- control strategy
- markov chain
- single item
- markov decision process
- non stationary
- yield management