Shrinking-horizon dynamic programming

DOI10.1002/RNC.1566MaRDI QIDQ3064037zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dynamic programmingmodel predictive controlrevenue management

Mathematics Subject Classification ID

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

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• Revenue management: Research overview and prospects
• The theory and practice of revenue management

Cited in

(6)

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

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