Solution for the Continuous-Time Infinite-Horizon Linear Quadratic Regulator Subject to Scalar State Constraints.
Thijs van KeulenPublished in: IEEE Control. Syst. Lett. (2020)
Keyphrases
- optimal control
- linear quadratic
- infinite horizon
- vector valued
- dynamic programming
- control strategy
- state space
- finite horizon
- partially observable
- markov decision process
- stochastic demand
- average cost
- reinforcement learning
- dynamical systems
- inventory policy
- production planning
- mixed integer
- markov decision processes
- single item
- markov chain
- decision making
- long run
- integer programming
- probabilistic model