Differential Dynamic Programming for Multistage Uncertain Optimal Control.
Xiaodong QianYuanguo ZhuPublished in: CSO (2014)
Keyphrases
- optimal control
- multistage
- dynamic programming
- control problems
- production system
- single stage
- stochastic optimization
- state space
- stochastic programming
- infinite horizon
- linear programming
- feedback control
- decision making
- lot sizing
- knapsack problem
- optimal policy
- markov decision processes
- lyapunov function
- optimal control problems
- control law
- reinforcement learning
- machine learning
- average cost
- linear program
- finite horizon