Approximate finite-horizon optimal control without PDEs.
Mario SassanoAlessandro AstolfiPublished 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