Multi-Stage Planning and the Extended Linear-Quadratic-Gaussian Control Problem.

J. C. Lagarias F. Aminzadeh

Published in: Math. Oper. Res. (1983)

Keyphrases

linear quadratic
multistage
optimal control
assembly systems
dynamic programming
closed loop
dynamical systems
vector valued
production system
gaussian model
control strategy
stochastic programming
single stage
control system
stochastic optimization
lot sizing
state space
reinforcement learning
lot streaming