A Semidefinite Programming Approach to Discrete-time Infinite Horizon Persistent Monitoring.
Samuel C. PintoSean B. AnderssonJulien M. HendrickxChristos G. CassandrasPublished in: ECC (2021)
Keyphrases
- semidefinite programming
- infinite horizon
- linear programming
- finite horizon
- dynamic programming
- optimal control
- optimal policy
- long run
- stochastic demand
- production planning
- markov decision processes
- primal dual
- kernel matrix
- markov chain
- average cost
- finite state
- maximum margin
- lead time
- markov decision process
- state space
- kernel methods
- linear program
- machine learning