Approximate finite-horizon optimal control without PDE's.
Mario SassanoAlessandro AstolfiPublished in: CDC/ECC (2011)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- average cost
- dynamic programming
- stochastic demand
- partial differential equations
- inventory control
- inventory models
- control strategy
- single product
- single item
- markov decision processes
- production planning
- optimal policy
- reinforcement learning
- optimal control problems
- periodic review
- fixed cost
- lost sales
- anisotropic diffusion
- markov decision process
- image denoising
- level set
- control policies
- stochastic processes
- inventory policy