Approximate finite-horizon optimal control without PDEs.

Mario Sassano Alessandro Astolfi

Published in: Syst. Control. Lett. (2013)

Keyphrases

optimal control
infinite horizon
finite horizon
average cost
dynamic programming
inventory models
inventory control

optimal policy
stochastic demand
control strategy
single product
partial differential equations
production planning
single item

reinforcement learning
level set
optimal control problems
markov decision process
markov decision processes
brownian motion
periodic review

anisotropic diffusion
numerical solution
image denoising
control policies
mathematical model
graphical models
probability distribution