On the infinite horizon constrained switched LQR problem.
Maximilian BalandatWei ZhangAlessandro AbatePublished in: CDC (2010)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- stochastic demand
- long run
- production planning
- dynamic programming
- single item
- optimal policy
- markov decision processes
- average cost
- fixed cost
- partially observable
- reinforcement learning
- control strategy
- markov decision process
- holding cost
- periodic review
- production capacity
- state space
- machine learning
- inventory policy
- dec pomdps
- upper bound
- inventory level
- lost sales
- objective function
- inventory models