Turnpike Theorem for an Infinite Horizon Optimal Control Problem with Time Delay.
Musa A. MammadovPublished in: SIAM J. Control. Optim. (2014)
Keyphrases
- optimal control
- infinite horizon
- dynamic programming
- finite horizon
- lyapunov stability
- feedback control
- single item
- stochastic demand
- control strategy
- lyapunov function
- production planning
- control law
- average cost
- partially observable
- reinforcement learning
- optimal control problems
- tracking error
- markov decision process
- holding cost
- fixed cost
- periodic review
- decision making
- policy iteration
- machine learning
- lost sales
- markov decision problems