Keyphrases
- optimal control
- multistage
- dynamic programming
- control problems
- production system
- single stage
- infinite horizon
- risk sensitive
- control strategy
- lot sizing
- lyapunov function
- optimal control problems
- feedback control
- stochastic programming
- state space
- decision making
- stochastic optimization
- control law
- machine learning
- lot streaming
- average cost
- inventory systems
- markov decision processes
- optimal policy
- capacity expansion