Robust optimal control using conditional risk mappings in infinite horizon.
Kerem UgurluPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- optimal control
- infinite horizon
- risk sensitive
- dynamic programming
- finite horizon
- production planning
- control strategy
- reinforcement learning
- stochastic demand
- average cost
- optimal control problems
- markov decision process
- single item
- fixed cost
- partially observable
- long run
- state space
- inventory policy
- real time
- policy iteration
- inventory level
- optimal policy
- actor critic
- periodic review