Infinite-Horizon Continuous-Time NMPC via Time Transformation.
Lynn WürthWolfgang MarquardtPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- state space
- dynamic programming
- stochastic demand
- long run
- single item
- production planning
- markov decision processes
- optimal policy
- control strategy
- average cost
- receding horizon
- markov chain
- lead time
- markov decision process
- dec pomdps
- holding cost
- lost sales
- multistage
- inventory level
- reinforcement learning
- fixed cost
- learning algorithm
- inventory policy
- machine learning