Structured exploration in the finite horizon linear quadratic dual control problem.

Andrea Iannelli Mohammad Khosravi Roy S. Smith

Published in: CoRR (2019)

Keyphrases

finite horizon
optimal control
linear quadratic
infinite horizon
control policies
optimal policy
markov decision processes
dynamic programming
dynamical systems
single product
closed loop
control system
multiscale
multistage
linear program
lot size