Finite-horizon input selection for system identification.

Seth L. Lacy Dennis S. Bernstein Richard Scott Erwin

Published in: CDC (2003)

Keyphrases

finite horizon
infinite horizon
optimal policy
optimal stopping
markov decision processes
inventory models
multistage
single product
inventory control
stochastic inventory control
control policies
stochastic demand
markov decision process
yield management
lot size
single item
optimal control