Infinite-horizon performance bounds for constrained stochastic systems.
Bart P. G. Van ParysPaul J. GoulartManfred MorariPublished in: CDC (2012)
Keyphrases
- infinite horizon
- stochastic systems
- sample path
- finite horizon
- optimal control
- lost sales
- policy iteration
- optimal policy
- long run
- production planning
- stochastic models
- markov decision processes
- upper bound
- single item
- dynamic programming
- confidence intervals
- large deviations
- average cost
- state space
- holding cost
- lead time
- lower bound
- partially observable markov decision processes
- initial state
- markov decision process
- asymptotically optimal
- stochastic model