Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff.
Agnieszka Wiszniewska-MatyszkielRajani SinghPublished in: Autom. (2021)
Keyphrases
- infinite horizon
- dynamic optimization problems
- adverse selection
- dynamic optimization
- finite horizon
- optimal policy
- evolutionary algorithm
- long run
- optimal control
- markov decision processes
- sufficient conditions
- multi swarm
- stochastic demand
- production planning
- single item
- dynamic programming
- optimization problems
- average cost
- reinforcement learning
- fixed cost
- state space
- markov decision process
- inventory policy
- nature inspired
- particle swarm optimization
- average reward
- data mining
- multi agent
- swarm intelligence
- evolutionary computation
- objective function