Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems.
Yichun LiShuping MaPublished in: J. Frankl. Inst. (2021)
Keyphrases
- optimal control
- linear quadratic
- infinite horizon
- optimal control problems
- markov chain
- dynamic programming
- stochastic control
- finite horizon
- control strategy
- feedback control
- stochastic demand
- reinforcement learning
- average cost
- production planning
- finite number
- fixed cost
- markov decision processes
- dynamical systems
- real time
- markov decision process
- special case
- multiscale