Infinite horizon maximum principle for the discounted control problem - Incomplete version
Petr VeverkaBohdan MaslowskiPublished in: CoRR (2011)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- long run
- optimal policy
- dynamic programming
- markov decision processes
- single item
- production planning
- average cost
- partially observable
- stochastic demand
- control strategy
- fixed cost
- lead time
- control system
- markov decision process
- reinforcement learning
- decision making
- inventory models
- dec pomdps
- state space
- probabilistic model
- search space
- holding cost
- multi agent systems