Optimality Conditions in Infinite-Horizon Optimal Control Problem with Vanishing Discounting.
Ilya ShvartsmanPublished in: CDC (2023)
Keyphrases
- optimal control
- optimality conditions
- infinite horizon
- nonlinear programming
- dynamic programming
- finite horizon
- lower level
- production planning
- stochastic demand
- single item
- control strategy
- average cost
- reinforcement learning
- markov decision process
- higher level
- sample size
- variational inequalities
- policy iteration
- optimal solution
- mathematical model
- linear programming
- inventory level
- special case
- lost sales
- objective function