Infinite-horizon Risk-constrained Linear Quadratic Regulator with Average Cost.
Feiran ZhaoKeyou YouTamer BasarPublished in: CoRR (2021)
Keyphrases
- linear quadratic
- optimal control
- infinite horizon
- average cost
- risk sensitive
- finite horizon
- dynamic programming
- production planning
- markov decision chains
- stochastic demand
- control strategy
- single item
- partially observable
- markov decision process
- holding cost
- initial state
- fixed cost
- inventory models
- reinforcement learning
- decision making
- control policy
- finite number
- dynamical systems
- policy iteration
- setup cost
- markov decision problems
- probability distribution