Application of Machine Learning in the producer's optimal control problem with non-stable demand.
Aleksandr DelevAleksandra ZhukovaAnna FlerovaPublished in: CoDIT (2022)
Keyphrases
- optimal control
- dynamic programming
- feedback control
- control strategy
- infinite horizon
- risk sensitive
- optimal control problems
- control problems
- reinforcement learning
- class of nonlinear systems
- brownian motion
- stochastic demand
- lyapunov function
- inventory control
- inventory systems
- average cost
- control law
- single item
- inventory level
- lead time