Decentralized chance-constrained finite-horizon optimal control for multi-agent systems.
Masahiro OnoBrian C. WilliamsPublished in: CDC (2010)
Keyphrases
- optimal control
- chance constrained
- finite horizon
- infinite horizon
- multi agent systems
- multi agent
- stochastic programming
- average cost
- dynamic programming
- robust optimization
- multistage
- knapsack problem
- single product
- control strategy
- inventory control
- single item
- production planning
- optimal policy
- reinforcement learning
- brownian motion
- markov decision process
- control law
- linear program
- markov decision processes
- fixed cost
- state space
- machine learning
- inventory level
- mathematical programming