Optimal Policies for n-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control.
Lukasz KrukPublished in: SIAM J. Control. Optim. (2000)
Keyphrases
- control problems
- stochastic control
- optimal policy
- reinforcement learning
- optimal control
- infinite horizon
- markov decision processes
- radially symmetric
- dynamic programming
- control policies
- decision problems
- state dependent
- finite horizon
- state space
- queueing systems
- average cost
- adaptive control
- finite state
- long run
- policy iteration
- brownian motion
- markov chain
- average reward
- learning algorithm
- machine learning
- markov decision process
- reinforcement learning algorithms
- partially observable markov decision processes
- temporal difference
- function approximation
- operations management
- initial state
- control policy
- model free
- steady state
- sufficient conditions