On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems.
Angeliki KamoutsiTobias SutterPeyman Mohajerin EsfahaniJohn LygerosPublished in: CoRR (2017)
Keyphrases
- infinite horizon
- optimal control problems
- optimal control
- linear programming
- dynamic programming
- production planning
- finite horizon
- linear program
- average cost
- optimal policy
- feasible solution
- single item
- markov decision processes
- infinite dimensional
- multistage
- partially observable
- stochastic demand
- nonlinear programming
- stationary policies
- reinforcement learning
- column generation
- primal dual
- np hard
- control strategy
- linear programming problems
- control law
- long run
- integer programming
- knapsack problem
- state space
- optimal solution
- policy iteration
- lead time
- objective function
- markov decision process
- control theory