Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws.
Tobias BreitenKarl KunischLaurent PfeifferPublished in: SIAM J. Control. Optim. (2018)
Keyphrases
- sensitivity analysis
- infinite horizon
- optimal control problems
- optimal control
- production planning
- dynamic programming
- finite horizon
- managerial insights
- stochastic demand
- control strategy
- variational inequalities
- reinforcement learning
- influence diagrams
- long run
- optimal policy
- control law
- decision variables
- machine learning
- multistage
- bayesian networks