Finite horizon stochastic H 2/H ∞ control with discrete and distributed delays.
Qixia ZhangQiliang SunPublished in: Int. J. Control (2021)
Keyphrases
- finite horizon
- control policies
- infinite horizon
- optimal policy
- stochastic inventory control
- optimal stopping
- multistage
- markov decision processes
- inventory control
- inventory models
- single product
- average cost
- optimal control
- state dependent
- control strategy
- periodic review
- multi agent
- control policy
- finite number
- long run
- dynamic programming
- np hard
- yield management
- control system