Comment on "LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems".
Tianliang ZhangFeiqi DengPublished in: IEEE Trans. Autom. Control. (2021)
Keyphrases
- optimal control
- infinite horizon
- linear quadratic
- stochastic systems
- optimal control problems
- sample path
- dynamic programming
- finite horizon
- policy iteration
- stochastic demand
- lost sales
- markov decision process
- control strategy
- production planning
- average cost
- reinforcement learning
- single item
- confidence intervals
- control law
- state space