Control by coin flips: Mixed strategy for finite-horizon stochastic optimal control.
Masahiro OnoPublished in: ACC (2016)
Keyphrases
- finite horizon
- pure strategy
- mixed strategy
- optimal policy
- infinite horizon
- control policies
- optimal stopping
- markov decision processes
- inventory control
- markov decision process
- multistage
- optimal control
- single product
- control system
- dynamic programming
- decision problems
- linear programming
- state space
- yield management
- finite number
- long run
- learning algorithm
- computational complexity