On the value function for nonautonomous optimal control problems with infinite horizon.
J. BaumeisterAntonio LeitãoGeraldo Nunes SilvaPublished in: Syst. Control. Lett. (2007)
Keyphrases
- infinite horizon
- optimal control
- optimal control problems
- production planning
- dynamic programming
- finite horizon
- markov decision processes
- optimal policy
- long run
- stochastic demand
- real time
- control strategy
- reinforcement learning
- control law
- inventory policy
- markov decision process
- average cost
- state space
- control system
- knapsack problem
- multistage
- image restoration