Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level.
Francisco BenitaPatrick MehlitzPublished in: SIAM J. Optim. (2016)
Keyphrases
- lower level
- optimal control
- state dependent
- finite dimensional
- infinite dimensional
- higher level
- steady state
- optimal policy
- low level
- dynamic programming
- higher dimensional
- high level
- upper level
- reinforcement learning
- queueing networks
- convex sets
- numerical solution
- markov chain
- optimality conditions
- control strategy
- euclidean space
- infinite horizon
- vector space
- arrival rate
- stationary distribution
- queue length
- single server
- asymptotically optimal
- low dimensional
- reproducing kernel hilbert space
- special case
- state space
- machine learning
- average cost
- long run
- objective function
- linear programming
- markov decision processes
- neural network