Infinite-Horizon Linear-Quadratic-Gaussian Control with Costly Measurements.
Yunhan HuangQuanyan ZhuPublished in: CoRR (2020)
Keyphrases
- linear quadratic
- optimal control
- infinite horizon
- finite horizon
- control strategy
- dynamic programming
- production planning
- closed loop
- stochastic demand
- reinforcement learning
- average cost
- single item
- vector valued
- long run
- markov decision process
- control system
- dynamical systems
- lost sales
- gaussian model
- inventory level
- fixed cost
- inventory control
- multi agent
- real time