Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies.
Nikolai DokuchaevPublished in: Signal Process. (2010)
Keyphrases
- finite horizon
- optimal policy
- infinite horizon
- optimal stopping
- markov decision processes
- multistage
- inventory models
- single product
- inventory control
- energy consumption
- yield management
- markov decision process
- dynamic programming
- average cost
- control policies
- machine learning
- stochastic demand
- state space
- search algorithm
- ordering cost
- multi agent