Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon.
Yaning LinTianliang ZhangWeihai ZhangPublished in: Autom. (2018)
Keyphrases
- infinite horizon
- stochastic systems
- sample path
- finite horizon
- long run
- stochastic models
- policy iteration
- optimal control
- dynamic programming
- markov decision processes
- optimal policy
- lost sales
- single item
- markov random field
- production planning
- average cost
- confidence intervals
- state space
- holding cost
- lead time
- mathematical model
- stochastic model
- asymptotic analysis
- bayesian networks