Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales.
Natália MartinsDelfim F. M. TorresPublished in: J. Optim. Theory Appl. (2012)
Keyphrases
- optimality conditions
- higher order
- infinite horizon
- semi infinite programming
- nonlinear programming
- optimal policy
- optimal control
- machine learning
- markov decision processes
- decision problems
- optimization problems
- lower level
- state space
- finite horizon
- resource allocation
- multi agent
- reinforcement learning
- stochastic demand
- dec pomdps
- data mining