Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach.
Alessandro AllaMaurizio FalconeStefan VolkweinPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- infinite horizon
- error analysis
- dynamic programming
- dec pomdps
- optimal control
- markov decision processes
- optimal policy
- long run
- production planning
- markov decision process
- finite horizon
- stochastic demand
- holding cost
- error correction
- single item
- least squares
- computer vision
- partially observable
- fixed cost
- real time