Uniqueness conditions for the infinite-planning horizon Open-Loop Linear Quadratic Differential Game.
Jacob EngwerdaPublished in: CDC/ECC (2005)
Keyphrases
- closed loop
- open loop
- linear quadratic
- planning horizon
- sufficient conditions
- feedback control
- control system
- lot sizing
- production planning
- control scheme
- total cost
- optimal control
- supply chain
- lead time
- service level
- expected cost
- production system
- pid controller
- random variables
- production cost
- machine learning
- real time
- optimal strategy
- objective function
- decision making