A unified approach to the finite-horizon LQ regulator - Part I: the continuous time.
Augusto FerranteLorenzo NtogramatzidisPublished in: CDC (2006)
Keyphrases
- finite horizon
- optimal control
- infinite horizon
- average cost
- optimal stopping
- dynamic programming
- steady state
- optimal policy
- inventory control
- inventory models
- single product
- stochastic demand
- reinforcement learning
- single item
- yield management
- brownian motion
- production planning
- control strategy
- multistage
- markov decision processes
- markov chain
- markov decision process
- fixed cost
- decision making
- supply chain