Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats.
Mathias OsterLeon SallandtReinhold SchneiderPublished in: SIAM J. Sci. Comput. (2022)
Keyphrases
- control problems
- finite horizon
- optimal control
- infinite horizon
- reinforcement learning
- optimal stopping
- optimal policy
- markov decision processes
- brownian motion
- dynamic programming
- control strategy
- control policies
- single product
- average cost
- markov decision process
- control law
- inventory control
- inventory models
- adaptive control
- stochastic control
- inventory policy
- multistage
- state dependent
- lot size
- non stationary
- control system
- finite state
- fixed cost
- expected reward
- state space
- learning algorithm