Neural approximations for infinite-horizon optimal control of nonlinear stochastic systems.
Thomas ParisiniRiccardo ZoppoliPublished in: IEEE Trans. Neural Networks (1998)
Keyphrases
- optimal control
- infinite horizon
- stochastic systems
- finite horizon
- sample path
- dynamic programming
- lost sales
- production planning
- partially observable
- stochastic demand
- reinforcement learning
- policy iteration
- single item
- confidence intervals
- control strategy
- markov decision process
- average cost
- control law
- machine learning
- control scheme