Free finite horizon LQR: A bilevel perspective and its application to model predictive control.
Alberto De MarchiMatthias GerdtsPublished in: Autom. (2019)
Keyphrases
- finite horizon
- model predictive control
- infinite horizon
- predictive control
- optimal stopping
- optimal policy
- control system
- optimal control
- markov decision processes
- inventory control
- inventory models
- multistage
- linear programming
- markov decision process
- single product
- yield management
- closed loop
- control strategy
- dynamic programming
- average cost
- control scheme
- lot size
- real time
- decision making
- lost sales
- inventory policy
- state space
- optimal solution
- reinforcement learning
- neural network