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Shrinking-horizon dynamic programming
dynamic programming model predictive control revenue management
2015/8/7
We describe a heuristic control policy, for a general finite-horizon stochastic control problem, that can be used when the current process disturbance is not conditionally independent of previous dist...
A control law is constructed for a linear time varying system by solving a two player zero sum differential game on a moving horizon, the game being that which is used to construct an H-infinity contr...
Riccati Differential Inequalities: Suboptimal H-infinity Controllers for Finite Horizon Time-Varying Systems
Riccati Differential Inequalities Suboptimal H-infinity
2015/6/19
In this paper we give a direct derivation of the solution to the continuous time finite horizon H-infinity synthesis problem. An explicit separation of the time domain cost function into past and futu...
Robust Performance and Adaptation Using Receding Horizon H-infinity Control of Time Varying Systems
Receding Horizon H-infinity Control Time Varying Systems
2015/6/19
In this paper we construct suboptimal H-infinity controllers which satisfy a new robust performance condition, using the receding horizon technique. A method is described for the synthesis of H-infini...
期刊信息
篇名
A Finite Horizon Lot-sizing Problem with Time-Varying Deterministic Demand and Waiting-Time-Dependent Partial Backlogging
语种
英文
撰写或编译
作者
周永务,杨善林
第一作者单位
刊物名称
International Journal of Production...