Finite Horizon Robust Synthesis Using Integral Quadratic Constraints.

Jyot R. Buch Peter J. Seiler

Published in: CoRR (2020)

Keyphrases

finite horizon
optimal policy
optimal stopping
infinite horizon
inventory models
markov decision processes
inventory control
non stationary
computational complexity
multistage
single product
average cost
total cost
yield management
machine learning
multi agent
reinforcement learning