Finite-Horizon Separation-Based Covariance Control for Discrete-Time Stochastic Linear Systems.
Efstathios BakolasPublished in: CDC (2018)
Keyphrases
- linear systems
- finite horizon
- control policies
- control theory
- infinite horizon
- sufficient conditions
- optimal policy
- markov decision processes
- stochastic inventory control
- optimal control
- inventory models
- dynamical systems
- periodic review
- control system
- multistage
- single product
- reinforcement learning
- sparse linear systems
- inventory control
- control policy
- markov chain
- finite state
- state space
- linear programming
- stochastic processes
- average cost