Solution approximation in infinite horizon linear quadratic control.
Irwin E. SchochetmanRobert L. SmithPublished in: IEEE Trans. Autom. Control. (1994)
Keyphrases
- optimal control
- infinite horizon
- linear quadratic
- dynamic programming
- control strategy
- finite horizon
- markov decision process
- production planning
- stochastic demand
- reinforcement learning
- mathematical model
- markov decision processes
- single item
- control system
- inventory policy
- long run
- multi agent
- fixed cost
- approximation algorithms
- average cost
- real time
- dynamical systems
- utility function
- optimal policy
- optimal solution
- bayesian networks