Login / Signup
On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems.
Angeliki Kamoutsi
Tobias Sutter
Peyman Mohajerin Esfahani
John Lygeros
Published 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