The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions.
João Bosco Ribeiro do ValDaniel S. CamposPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- infinite horizon
- long run
- optimal control
- average cost
- short run
- dynamic programming
- finite horizon
- optimal policy
- stochastic demand
- expected cost
- feedback control
- control problems
- single item
- average reward
- finite state
- markov decision process
- optimal control problems
- control strategy
- markov decision processes
- machine learning
- heavy traffic
- finite number
- state space
- learning algorithm
- single product
- real time