optimal control with input constraint over finite-horizon.
Yuling LiangHuaguang ZhangYuliang CaiShaoxin SunPublished in: Neurocomputing (2019)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- average cost
- dynamic programming
- control problems
- stochastic demand
- single product
- inventory control
- production planning
- control strategy
- inventory models
- optimal policy
- single item
- reinforcement learning
- optimal control problems
- markov decision processes
- markov decision process
- fixed cost
- brownian motion
- multistage
- control policies
- periodic review
- state space
- steady state