Finite-Horizon Optimal Control for Linear and Nonlinear Systems Relying on Constant Optimal Costate.
Lorenzo TarantinoMario SassanoSergio GaleaniAlessandro AstolfiPublished in: IEEE Trans. Autom. Control. (2024)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- dynamic programming
- average cost
- optimal stopping
- brownian motion
- control strategy
- inventory control
- single item
- optimal policy
- single product
- stochastic demand
- optimal control problems
- production planning
- reinforcement learning
- control policies
- inventory policy
- markov decision process
- inventory models
- stochastic control
- situation calculus
- markov decision processes
- linear quadratic
- real time
- random variables
- state space
- decision making