An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems.
Heng ZhangPublished in: J. Appl. Math. Comput. (2023)
Keyphrases
- dynamic programming
- optimal control
- optimal control problems
- infinite horizon
- linear quadratic
- optimal policy
- learning algorithm
- expectation maximization
- cost function
- computational complexity
- np hard
- knapsack problem
- decision making
- linear programming
- particle swarm optimization
- probabilistic model
- mathematical model
- multistage
- greedy algorithm
- search space
- production planning