A Tutorial on Pontryagin-Koopman Operators for Infinite Horizon Optimal Control.

Yuxuan Guo Boris Houska Mario Eduardo Villanueva

Published in: CDC (2022)

Keyphrases

optimal control
infinite horizon
dynamic programming
finite horizon
production planning
stochastic demand
control strategy
single item
partially observable
optimal control problems
markov decision process
average cost
fixed cost
mathematical model
actor critic
periodic review
search space