The finite-horizon optimal control for a class of time-delay affine nonlinear system.
Ruizhuo SongHuaguang ZhangPublished in: Neural Comput. Appl. (2013)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- average cost
- dynamic programming
- feedback control
- optimal policy
- inventory control
- inventory models
- single item
- reinforcement learning
- control strategy
- stochastic demand
- production planning
- single product
- optimal control problems
- fixed cost
- control law
- markov decision processes
- brownian motion
- linear quadratic
- markov decision process
- periodic review
- initial state
- control policies
- markov chain
- machine learning