Wasserstein Distributionally Robust Regret-Optimal Control in the Infinite-Horizon.
Taylan KarginJoudi HajarVikrant MalikBabak HassibiPublished in: CoRR (2023)
Keyphrases
- optimal control
- infinite horizon
- dynamic programming
- finite horizon
- production planning
- stochastic demand
- control strategy
- reinforcement learning
- optimal control problems
- partially observable
- single item
- average cost
- total reward
- markov decision process
- policy iteration
- long run
- optimal policy
- state space
- periodic review
- inventory policy
- optimal solution