Approximation of Continuous-Time Infinite-Horizon Optimal Control Problems Arising in Model Predictive Control - Supplementary Notes.
Michael MuehlebachRaffaello D'AndreaPublished in: CoRR (2016)
Keyphrases
- optimal control problems
- infinite horizon
- optimal control
- model predictive control
- production planning
- predictive control
- control strategy
- control system
- dynamic programming
- finite horizon
- control law
- reinforcement learning
- markov decision processes
- average cost
- control algorithm
- optimal policy
- state space
- special case
- control scheme
- approximation algorithms
- markov decision process
- long run
- lead time
- real time
- multistage
- mathematical model
- artificial neural networks
- decision making
- machine learning