Approximating optimal feedback controllers of finite horizon control problems using hierarchical tensor formats.
Mathias OsterLeon SallandtReinhold SchneiderPublished in: CoRR (2021)
Keyphrases
- finite horizon
- control problems
- optimal control
- infinite horizon
- reinforcement learning
- optimal policy
- optimal stopping
- control policies
- average cost
- markov decision processes
- control strategy
- single product
- markov decision process
- dynamic programming
- control law
- inventory control
- inventory models
- multistage
- adaptive control
- stochastic control
- control system
- state space
- long run
- control policy
- lot size
- brownian motion
- real time
- asymptotically optimal
- nonlinear systems
- mathematical model
- sufficient conditions
- machine learning