Infinite Horizon Nonlinear Quadratic Cost Regulator.
Hassan AlmubarakNader SadeghDavid G. TaylorPublished in: ACC (2019)
Keyphrases
- infinite horizon
- average cost
- fixed cost
- optimal control
- linear quadratic
- holding cost
- long run
- finite horizon
- optimal policy
- inventory policy
- dynamic programming
- stochastic demand
- lost sales
- single item
- periodic review
- production capacity
- expected cost
- markov decision processes
- production planning
- demand distributions
- partially observable
- lead time
- steady state
- lot size
- state space
- total cost
- inventory models
- inventory costs
- markov decision process
- objective function
- lot sizing
- production cost
- reinforcement learning
- probabilistic model
- optimal solution