Keyphrases
- optimal control
- partial information
- infinite horizon
- optimal control problems
- differential equations
- brownian motion
- incomplete information
- finite horizon
- dynamic programming
- production planning
- single item
- stochastic demand
- control strategy
- dynamical systems
- periodic review
- partially observable
- fixed cost
- numerical solution
- markov decision process
- average cost
- reinforcement learning
- policy iteration
- continuous functions
- markov random field
- stochastic process
- bayesian networks
- partial differential equations
- control system
- multiscale