A Semidefinite Programming Approach to Discrete-time Infinite Horizon Persistent Monitoring.
Samuel C. PintoSean B. AnderssonJulien M. HendrickxChristos G. CassandrasPublished in: CoRR (2021)
Keyphrases
- semidefinite programming
- infinite horizon
- finite horizon
- linear programming
- optimal control
- long run
- optimal policy
- markov decision processes
- dynamic programming
- stochastic demand
- production planning
- finite state
- markov chain
- primal dual
- markov decision process
- state space
- average cost
- kernel matrix
- machine learning
- lead time
- sufficient conditions
- maximum margin
- random variables
- reinforcement learning