Budget-constrained infinite horizon optimal control problems with linear dynamics.
Valeriya LykinaSabine PickenhainPublished in: CDC (2016)
Keyphrases
- infinite horizon
- optimal control
- optimal control problems
- production planning
- finite horizon
- dynamic programming
- optimal policy
- stochastic demand
- long run
- infinite dimensional
- control strategy
- markov decision processes
- markov decision process
- dynamical systems
- lead time
- multistage
- linear systems
- control algorithm
- lot sizing
- control theory
- solving nonlinear
- reinforcement learning