Non-model based finite-horizon sampled-data optimal control via global extremum seeking.
Sei Zhen KhongPublished in: CCA (2014)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- sampled data
- average cost
- dynamic programming
- control strategy
- markov decision process
- stochastic demand
- production planning
- single product
- inventory control
- optimal policy
- reinforcement learning
- image reconstruction
- brownian motion
- data sets
- training data
- long run
- periodic review
- continuous domains
- multistage
- sampling methods
- particle swarm optimization
- markov chain
- lost sales
- feature selection
- linear program