finite-horizon filtering with randomly occurred nonlinearities and quantization effects.

Bo Shen Zidong Wang Huisheng Shu Guoliang Wei

Published in: Autom. (2010)

Keyphrases

finite horizon
infinite horizon
optimal policy
markov decision processes
optimal stopping
single product
inventory models
multistage
inventory control
yield management
single item
markov decision process
average cost
long run
probabilistic model
non stationary
state space
dynamic programming
reinforcement learning