On a sufficient transversality condition for infinite horizon optimal control problems.
Pierre CartignyPhilippe MichelPublished in: Autom. (2003)
Keyphrases
- infinite horizon
- optimal control problems
- optimal control
- production planning
- finite horizon
- dynamic programming
- stochastic demand
- markov decision process
- long run
- control strategy
- reinforcement learning
- average cost
- control law
- optimal policy
- markov decision processes
- sufficient conditions
- state space
- infinite dimensional
- lost sales
- control theory