Optimal reduced-order quadratic solution for the non-Gaussian finite-horizon regulator problem.
Filippo CacaceAntonio FasanoAlfredo GermaniAndrea MonteriùPublished in: CDC (2013)
Keyphrases
- finite horizon
- optimal stopping
- reduced order
- infinite horizon
- optimal solution
- markov decision processes
- optimal policy
- inventory policy
- non stationary
- inventory control
- single product
- multistage
- average cost
- closed form
- dynamic programming
- objective function
- markov decision process
- reinforcement learning
- lot size
- steady state
- lead time
- mathematical model
- supply chain