Infinite-Horizon Distributionally Robust Regret-Optimal Control.
Taylan KarginJoudi HajarVikrant MalikBabak HassibiPublished in: CoRR (2024)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- dynamic programming
- control strategy
- production planning
- stochastic demand
- reinforcement learning
- robust optimization
- optimal control problems
- markov decision process
- partially observable
- average cost
- single item
- markov decision processes
- fixed cost
- optimal policy
- stochastic programming
- periodic review
- total reward
- lower bound