Optimal control of a finite dam with diffusion input and state dependent release rates.
M. S. Abdel-HameedY. A. NakhiPublished in: Comput. Math. Appl. (2006)
Keyphrases
- state dependent
- optimal control
- optimal policy
- steady state
- dynamic programming
- control problems
- queueing networks
- reinforcement learning
- arrival rate
- markov chain
- control strategy
- infinite horizon
- hamilton jacobi bellman
- queue length
- stationary distribution
- asymptotically optimal
- single server
- brownian motion
- optimal control problems
- base stock policy
- diffusion process
- customer demand
- finite number
- markov decision processes
- sufficient conditions
- state space
- service times
- probabilistic model