A Data-driven Approach for Constrained Infinite-Horizon Linear Quadratic Regulation.
Bo PangZhong-Ping JiangPublished in: CDC (2020)
Keyphrases
- infinite horizon
- optimal control
- linear quadratic
- finite horizon
- dynamic programming
- single item
- production planning
- stochastic demand
- control strategy
- long run
- average cost
- reinforcement learning
- optimal policy
- dec pomdps
- markov decision process
- closed loop
- markov decision processes
- lost sales
- inventory policy
- vector valued