Infinite horizon optimal control of linear discrete time systems with stochastic parameters.
Willem L. De KoningPublished in: Autom. (1982)
Keyphrases
- optimal control
- infinite horizon
- optimal control problems
- linear quadratic
- production planning
- finite horizon
- dynamic programming
- control strategy
- feedback control
- demand distributions
- reinforcement learning
- stochastic demand
- single item
- fixed cost
- periodic review
- linear systems
- policy iteration
- average cost
- partially observable
- long run
- markov decision process
- markov decision problems
- control law
- markov decision processes
- decision making