Infinite Horizon Sparse Optimal Control.
Dante KaliseKarl KunischZhiping RaoPublished in: J. Optim. Theory Appl. (2017)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- dynamic programming
- production planning
- single item
- average cost
- reinforcement learning
- control strategy
- stochastic demand
- optimal control problems
- markov decision process
- partially observable
- fixed cost
- markov decision problems
- optimal policy
- lost sales
- control system