A Deep Reinforcement Learning Architecture for Multi-stage Optimal Control.
Yuguang YangPublished in: CoRR (2019)
Keyphrases
- optimal control
- multistage
- dynamic programming
- reinforcement learning
- control problems
- assembly systems
- optimal policy
- feedback control
- single stage
- stochastic programming
- optimal control problems
- production system
- state space
- infinite horizon
- class of nonlinear systems
- stochastic optimization
- control strategy
- markov decision processes
- lot sizing
- real time
- control law
- function approximation
- average cost
- actor critic
- rl algorithms
- policy gradient
- linear program
- lot streaming
- inventory systems
- stochastic control
- linear quadratic
- knapsack problem
- learning algorithm