A class of linear quadratic dynamic optimization problems with state dependent constraints.
Rajani SinghAgnieszka Wiszniewska-MatyszkielPublished in: Math. Methods Oper. Res. (2020)
Keyphrases
- state dependent
- dynamic optimization problems
- steady state
- linear quadratic
- queueing networks
- optimal policy
- optimal control
- stationary distribution
- arrival rate
- asymptotically optimal
- dynamic optimization
- neural network
- dynamic programming
- evolutionary algorithm
- multiscale
- markov chain
- closed loop
- queue length
- vector valued
- multi swarm