Finite-Horizon, Discrete-Time Variable Tolerance ℌ∞ Filtering.
Richard T. O'BrienKiriakos KiriakidisPublished in: ACC (2007)
Keyphrases
- finite horizon
- infinite horizon
- optimal policy
- optimal stopping
- markov decision processes
- inventory models
- finite state
- single product
- yield management
- inventory control
- multistage
- average cost
- markov chain
- markov decision process
- dynamic programming
- fixed cost
- optimal control
- non stationary
- reinforcement learning
- long run
- single item
- sufficient conditions
- state space