Finite-horizon optimal control design for uncertain linear discrete-time systems.

Qiming Zhao Hao Xu Sarangapani Jagannathan

Published in: ADPRL (2013)

Keyphrases

optimal control
infinite horizon
finite horizon
linear quadratic
optimal control problems
average cost
dynamic programming
inventory models
optimal policy
control strategy
linear systems
markov decision processes
feedback control
markov chain
reinforcement learning
inventory control
periodic review
state space