Neural-network-based finite horizon optimal control for partially unknown linear continuous-time systems.
Chao LiHongliang LiDerong LiuPublished in: ICACI (2015)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- average cost
- linear quadratic
- dynamic programming
- control strategy
- optimal control problems
- brownian motion
- single item
- inventory control
- control law
- linear systems
- markov decision process
- production planning
- fixed cost
- optimal policy
- reinforcement learning
- single product
- neural network
- real time
- probability distribution