A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions.
Augusto FerranteGiovanni MarroLorenzo NtogramatzidisPublished in: Autom. (2005)
Keyphrases
- boundary conditions
- finite horizon
- boundary value problem
- infinite horizon
- markov decision processes
- optimal policy
- average cost
- optimal stopping
- special case
- multistage
- optimal control
- single product
- sufficient conditions
- lot size
- inventory control
- bayesian networks
- poisson equation
- production planning
- total cost
- optimal solution