Neural approximations for multistage optimal control of nonlinear stochastic systems.
Thomas ParisiniRiccardo ZoppoliPublished in: IEEE Trans. Autom. Control. (1996)
Keyphrases
- optimal control
- multistage
- stochastic systems
- dynamic programming
- linear quadratic
- stochastic models
- single stage
- production system
- reinforcement learning
- infinite horizon
- control strategy
- lot sizing
- inventory systems
- confidence intervals
- control law
- state space
- optimal policy
- linear programming
- knapsack problem
- linear program
- markov decision processes
- markov chain