Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting.
Vladimir GaitsgoryMarc QuincampoixPublished in: SIAM J. Control. Optim. (2009)
Keyphrases
- infinite horizon
- optimal control problems
- optimal control
- linear programming
- dynamic programming
- production planning
- finite horizon
- linear program
- integer programming
- stochastic demand
- control strategy
- state space
- average cost
- control law
- nonlinear programming
- np hard
- optimal policy
- feasible solution
- multistage
- long run
- reinforcement learning
- markov decision process
- linear programming problems
- column generation
- policy iteration
- optimal solution
- markov decision processes
- quadratic programming
- primal dual
- evolutionary algorithm
- probability distribution
- decision making
- real time
- markov decision problems
- probabilistic model
- solving nonlinear
- learning algorithm