finite time horizon case
Optimal Control Theory and Linear Quadratic Regulators. Sham Kakade and Wen Sun CS 6789: Foundations of Reinforcement Learning
... Theorem: (for the finite horizon case , with time homogenous ) . The optimal policy is a linear controller specified by: [r] ...
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Finite Horizon Opportunistic Multicast Beamforming
... the finite horizon case using extreme value theory to minimize completion ...the finite horizon problem needs to take receiver state into ...same time lowers SNR at other ...the ...
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Opportunistic Finite Horizon Multicasting of Erasure-coded Data
... The finite horizon multicast problem is inherently more complex than the infinite horizon ...over time and therefore do not have to be taken into ...the finite horizon ...
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An Optimal Replenishment Policy for Seasonal Items in Retailing
... a finite time horizon (pe- riod of a season) to determine the optimal replenishment policy, which maximizes the retailer’s total ...the case where the retailer is facing her/his customers’ ...
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Finite Horizon, Externalities, and Growth
... continuous time, overlapping generations ...special case, thus helps understanding the differences in results between finite-horizon overlapping-generations and infinitely-lived agents ...
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An Optimal Ordering Policy for Special Display Goods with Seasonal Demand
... a finite time horizon (pe- riod of a season) to determine the optimal replenishment policy, which maximizes the retailer’s total ...the case where the retailer is facing her/his customers’ ...
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Optimal Replenishment Policy for Special Display Goods with Ramp-type Demand Rate
... a finite time horizon (period of a season) to de- termine the optimal replenishment policy, which maxi- mizes the retailer’s total ...the case where the retailer is facing her/his customers’ ...
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Opportunistic Beamforming for Finite Horizon Multicast
... infinite horizon problem. In contrast, we analyze the more realistic finite horizon problem where the BS sends a block of a certain size to all ...In case there are multiple blocks to be sent, ...
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Optimal investment with stopping in finite horizon
... Remark on constant K (salary) If K is a function of time t, K = K(t), the unique difficulty is the proof of (.). If K(t) is decreasing, then (.) is still right and all results hold as well. In general ...
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Two Product, Two Region Production, Inventory, and Transportation Problems
... Until the 1980s, traditional dynamic lot-sizing models have been applied for solving the production and inventory problems. Various production and inventory models have been developed for single and multi-facility ...
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Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
... intermediate case between perfectly naive and sophisticated ...makes time-consistent plans accordingly, the partially sophisti- cated individual of O’Donoghue and Rabin (2001) is more ...assumes ...
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Attainability in Repeated Games with Vector Payoffs
... a finite horizon T such that the player can guarantee that after time T the distance between the set and the cumulative payoff is arbitrarily small, regardless of the strategy Player 2 is ...the ...
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Communications in Mobile Wireless Networks: A Finite Time-Horizon Viewpoint
... synchronized time-slotted systems, the coopera- tive localization framework we establish does not need any synchronization for the commu- nication links and measurement processes in the entire wireless ...
149
Optimal Consumption Under Deterministic Income
... given time up to a finite time ...limiting case of Grandits [7], who deals with a pure consumption maximization problem on a finite time horizon for a diffusion type ...
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Adaptive Modulation for Finite Horizon Multicasting of Erasure-coded Data
... Homogeneous network. Figure 6.11(a) shows that the overall performance between schemes is very similar to that in Figure 6.8(a) when users are homogeneous. It is interesting to note that greedy scheme downperforms ...
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arxiv:math/ v1 [math.pr] 27 Feb 2007
... the case of infinite time horizon a market with finite number of stocks can be regarded as ”large” by representing it as a sequence of ”small” markets with finite horizons T (n) ↑ ∞ and ...
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Geometric Aspects of Extremal Kerr Black Hole Entropy
... are time- reversal ...verse” case. In the non-extreme case, the extended space- time 0 possesses a bifurcate Killing ...extreme case (surface gravity ), no distinct time- ...
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Parisian ruin over a finite-time horizon
... the case of processes with non-constant variance is its local structure at the maximum point of the variance function; for our setup we shall assume the following local ...
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An inventory model for non-instantaneous deteriorating items with imperfect quality, delay in payments and time value money
... Journal of Industrial Engineering and Management Studies (JIEMS), Vol. 1, No. 1 Page 61 of the unrealistic assumptions of the EOQ model is that items stocked preserve their physical characteristics during their stay in ...
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Efficient Reinforcement Learning in Factored MDPs
... at time t directly influence the transition of a variable X i from time t to time t + 1 ...at time t+1 may depend on its position, velocity, and orientation at ...
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