On Time Series Forecasting Error Measures for Finite Horizon Control.
Farzad NoorianPhilip Heng Wai LeongPublished in: IEEE Trans. Control. Syst. Technol. (2017)
Keyphrases
- finite horizon
- error measure
- control policies
- infinite horizon
- optimal policy
- optimal stopping
- inventory models
- markov decision processes
- single product
- optimal control
- quantitative evaluation
- multistage
- markov decision process
- inventory control
- control system
- average cost
- yield management
- control strategy
- non stationary
- dynamic programming
- control policy