System identification approach for inverse optimal control of finite-horizon linear quadratic regulators.
Chengpu YuYao LiHao FangJie ChenPublished in: Autom. (2021)
Keyphrases
- optimal control
- linear quadratic
- finite horizon
- infinite horizon
- average cost
- dynamic programming
- single product
- production planning
- inventory control
- stochastic demand
- control strategy
- markov decision process
- brownian motion
- reinforcement learning
- optimal policy
- markov decision processes
- periodic review
- fixed cost
- inventory level
- control policies
- search space