Approximate Infinite-Horizon Optimal Control for Stochastic Systems.
Giordano ScarciottiThulasi MylvaganamPublished in: CDC (2018)
Keyphrases
- optimal control
- infinite horizon
- stochastic systems
- sample path
- dynamic programming
- policy iteration
- finite horizon
- lost sales
- single item
- stochastic demand
- production planning
- control strategy
- partially observable
- reinforcement learning
- confidence intervals
- markov decision process
- control law
- average cost
- state space
- optimal policy
- machine learning
- production system
- fixed cost
- linear programming
- real time