LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems.
Weihai ZhangXiangyun LinBor-Sen ChenPublished in: IEEE Trans. Autom. Control. (2017)
Keyphrases
- optimal control
- infinite horizon
- linear quadratic
- stochastic systems
- optimal control problems
- finite horizon
- dynamic programming
- control strategy
- single item
- production planning
- sample path
- stochastic demand
- average cost
- policy iteration
- control law
- reinforcement learning
- markov decision process
- lost sales
- confidence intervals
- control system
- dynamical systems
- markov chain