Duality, viability and optimality through linear programming approach to deterministic infinite horizon optimal control problems with discounting.
Vladimir GaitsgoryMarc QuincampoixPublished in: CDC (2010)
Keyphrases
- linear programming
- infinite horizon
- optimal control problems
- optimal control
- dynamic programming
- average cost
- production planning
- stationary policies
- optimal solution
- linear program
- finite horizon
- stochastic demand
- integer programming
- markov decision process
- markov decision processes
- feasible solution
- column generation
- multistage
- optimal policy
- linear programming problems
- long run
- control strategy
- np hard
- nonlinear programming
- reinforcement learning
- primal dual
- objective function
- real time
- average reward
- markov decision problems
- inventory policy
- lower bound
- search algorithm
- control law