Inverse Optimal Control for Finite-Horizon Discrete-time Linear Quadratic Regulator Under Noisy Output.
Han ZhangYibei LiXiaoming HuPublished in: CDC (2019)
Keyphrases
- linear quadratic
- optimal control
- infinite horizon
- finite horizon
- average cost
- dynamic programming
- inventory control
- optimal control problems
- stochastic demand
- feedback control
- control strategy
- reinforcement learning
- single product
- production planning
- markov decision process
- periodic review
- fixed cost
- optimal policy
- lost sales
- closed loop
- multistage
- markov decision processes
- multiscale
- real time