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On the Relation Between Turnpike Properties for Finite and Infinite Horizon Optimal Control Problems.
Lars Grüne
Christopher M. Kellett
Steven R. Weller
Published in:
J. Optim. Theory Appl. (2017)
Keyphrases
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infinite horizon
optimal control
optimal control problems
production planning
dynamic programming
finite horizon
optimal policy
reinforcement learning
stochastic demand
long run
control strategy
markov decision process
control law
state space
markov decision processes
lead time
finite number
data mining
real time