The generalized cash balance problem: optimization-based one step ahead optimal control.
Amit BhayaEugenius KaszkurewiczPublished in: Int. Trans. Oper. Res. (2023)
Keyphrases
- optimal control
- optimal control problems
- control problems
- dynamic programming
- control strategy
- feedback control
- risk sensitive
- infinite horizon
- class of nonlinear systems
- reinforcement learning
- control law
- brownian motion
- optimization algorithm
- lyapunov function
- machine learning
- convergence rate
- production planning
- optimization problems
- evolutionary algorithm
- solving nonlinear
- linear quadratic