Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon.
Yuan-Hua NiXun LiJi-Feng ZhangPublished in: IEEE Trans. Autom. Control. (2016)
Keyphrases
- optimal control
- infinite horizon
- linear quadratic
- finite horizon
- dynamic programming
- control policies
- single product
- stochastic demand
- control strategy
- inventory control
- brownian motion
- single item
- inventory models
- production planning
- markov decision process
- average cost
- fixed cost
- periodic review
- inventory policy
- reinforcement learning
- lost sales
- markov chain
- learning algorithm
- lot size
- em algorithm
- scale space