Nonlinear optimal tracking with incomplete state information using finite-horizon State Dependent Riccati Equation (SDRE).
Ahmed KhamisD. Subbaram NaiduPublished in: ACC (2014)
Keyphrases
- state dependent
- optimal policy
- finite horizon
- state information
- state space
- markov decision processes
- infinite horizon
- dynamic programming
- single product
- inventory control
- reinforcement learning
- decision problems
- average cost
- action space
- steady state
- asymptotically optimal
- finite state
- sufficient conditions
- differential equations
- long run
- initial state
- markov decision process
- periodic review
- stochastic demand
- multistage
- lost sales
- customer demand
- optimal solution
- markov chain
- decision making