Inverse optimal control for discrete-time finite-horizon Linear Quadratic Regulators.
Han ZhangJack UmenbergerXiaoming HuPublished in: Autom. (2019)
Keyphrases
- optimal control
- linear quadratic
- finite horizon
- infinite horizon
- average cost
- dynamic programming
- inventory control
- optimal control problems
- single product
- production planning
- control strategy
- optimal policy
- feedback control
- fixed cost
- stochastic demand
- reinforcement learning
- markov decision process
- periodic review
- brownian motion
- markov decision processes
- multistage
- control system
- multiscale