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Anisotropy-Based Filtering for Linear Discrete Time-Varying Systems with Multiplicative Noises on a Finite Horizon.

Ivan R. Belov
Published in: Autom. Remote. Control. (2021)
Keyphrases
  • finite horizon
  • optimal stopping
  • multistage
  • optimal policy
  • decision making
  • search algorithm
  • non stationary
  • markov decision processes
  • lot sizing
  • inventory models