Analytical neighboring optimal guidance to finite horizon linear quadratic tracking problems.
Yunjun XuGareth BassetPublished in: CDC (2010)
Keyphrases
- finite horizon
- optimal stopping
- infinite horizon
- optimal control
- linear quadratic
- markov decision processes
- single product
- optimal policy
- average cost
- non stationary
- probability distribution
- markov decision process
- dynamic programming
- inventory control
- dynamical systems
- supply chain
- gaussian model
- vector valued
- learning algorithm
- real time