Finite Horizon Impulse control of Stochastic Functional Differential Equations.
Johan JönssonMagnus PerningePublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- differential equations
- finite horizon
- control policies
- infinite horizon
- optimal control
- optimal control problems
- brownian motion
- optimal policy
- dynamical systems
- stochastic inventory control
- markov decision processes
- ordinary differential equations
- feed forward artificial neural networks
- single product
- inventory models
- control system
- numerical solution
- markov decision process
- multistage
- inventory control
- numerical methods
- boundary value problem
- artificial neural networks
- lot size
- reinforcement learning
- state space
- periodic review
- computer vision
- non stationary
- optimal solution
- control policy
- image segmentation
- level set
- learning algorithm