A Unified Approach to the Finite-Horizon Linear Quadratic Optimal Control Problem.
Augusto FerranteLorenzo NtogramatzidisPublished in: Eur. J. Control (2007)
Keyphrases
- optimal control
- linear quadratic
- finite horizon
- infinite horizon
- average cost
- inventory control
- single product
- dynamic programming
- stochastic demand
- production planning
- optimal policy
- reinforcement learning
- control strategy
- markov decision process
- markov decision processes
- brownian motion
- periodic review
- fixed cost
- closed loop
- kernel function
- control system