Adaptive dynamic programming for discrete-time systems with infinite horizon and ELEMENT OF -error bound in the performance cost.
Derong LiuNing JinPublished in: IJCNN (2009)
Keyphrases
- infinite horizon
- error bounds
- dynamic programming
- average cost
- finite horizon
- optimal policy
- fixed cost
- optimal control
- markov decision processes
- stochastic demand
- holding cost
- dec pomdps
- single item
- long run
- theoretical analysis
- worst case
- state space
- production planning
- lead time
- markov decision process
- lower bound
- periodic review
- expected cost
- partially observable markov decision processes
- lost sales
- computational complexity
- decision making