Shrinking-horizon dynamic programming

DOI10.1002/RNC.1566zbMATH Open1202.93176OpenAlexW2015729214MaRDI QIDQ3064037FDOQ3064037

Authors: Joëlle Skaf, Assaf Zeevi, Stephen Boyd 

Publication date: 20 December 2010

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.1566

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zbMATH Keywords

dynamic programmingmodel predictive controlrevenue management

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites Work

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• Approximate Dynamic Programming
• The theory and practice of revenue management
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• Revenue management: Research overview and prospects
• Approximation Algorithms for Stochastic Inventory Control Models

Cited In (5)

• A software framework for embedded nonlinear model predictive control using a gradient-based augmented Lagrangian approach (GRAMPC)
• Model-free control of Lorenz chaos using an approximate optimal control strategy
• Approximating optimal finite horizon feedback by model predictive control
• A perspective-based convex relaxation for switched-affine optimal control
• Active set prediction for nonlinear model predictive control on a shrinking horizon based on the principle of optimality

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