Optimal control of a failure-prone machine under random demand.
Konstantin KoganSheldon X. C. LouAvi HerbonPublished in: IEEE Trans. Autom. Control. (2006)
Keyphrases
- optimal control
- control problems
- dynamic programming
- control strategy
- infinite horizon
- risk sensitive
- feedback control
- reinforcement learning
- stochastic demand
- class of nonlinear systems
- brownian motion
- linear quadratic
- control law
- finite horizon
- inventory control
- optimal control problems
- real time
- average cost
- lyapunov function
- state space
- evolutionary algorithm
- stochastic control