Finite-Horizon Optimal Control of Continuous-Time Stochastic Systems with Terminal Cost of Wasserstein Distance.
Kenta HoshinoPublished in: CDC (2023)
Keyphrases
- optimal control
- finite horizon
- average cost
- stochastic systems
- infinite horizon
- fixed cost
- holding cost
- dynamic programming
- inventory control
- optimal control problems
- periodic review
- single item
- lost sales
- single product
- control strategy
- markov decision process
- control law
- initial state
- brownian motion
- policy iteration
- production planning
- setup cost
- inventory systems
- confidence intervals
- reinforcement learning
- real time
- markov decision processes
- dynamical systems