Infinite horizon optimal control: Transversality conditions and sensitivity relations.
Piermarco CannarsaHélène FrankowskaPublished in: ACC (2017)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- dynamic programming
- stochastic demand
- production planning
- control strategy
- single item
- optimal control problems
- markov decision process
- average cost
- sufficient conditions
- partially observable
- fixed cost
- reinforcement learning
- long run
- graphical models
- inventory policy
- lost sales