Infinite-horizon Risk-constrained Linear Quadratic Regulator with Average Cost.
Feiran ZhaoKeyou YouTamer BasarPublished in: CDC (2021)
Keyphrases
- linear quadratic
- optimal control
- infinite horizon
- average cost
- risk sensitive
- finite horizon
- dynamic programming
- markov decision chains
- production planning
- stochastic demand
- single item
- inventory models
- control strategy
- partially observable
- markov decision process
- holding cost
- fixed cost
- initial state
- policy iteration
- dynamical systems
- search algorithm
- reinforcement learning
- machine learning
- long run
- computational complexity