Adaptive dynamic programming for terminally constrained finite-horizon optimal control problems.
Lindsey AndrewsJustin KlotzR. KamalapurkarWarren E. DixonPublished in: CDC (2014)
Keyphrases
- finite horizon
- infinite horizon
- optimal control
- optimal control problems
- dynamic programming
- optimal policy
- production planning
- markov decision processes
- average cost
- multistage
- single product
- state space
- reinforcement learning
- long run
- markov decision process
- finite state
- control strategy
- linear program
- linear programming
- control law
- greedy algorithm
- learning algorithm