Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon.
Xianping GuoAdrián Hernández-del-ValleOnésimo Hernández-LermaPublished in: Int. J. Control (2010)
Keyphrases
- non stationary
- infinite horizon
- markov processes
- finite horizon
- control policies
- fractional brownian motion
- control system
- optimal policy
- long run
- optimal control
- stationary policies
- stochastic demand
- periodic review
- dynamic programming
- random fields
- production planning
- markov decision processes
- single item
- partially observable
- demand distributions
- finite state
- lead time
- average cost
- markov decision process
- markov chain
- inventory control
- real time
- inventory models
- state space
- reinforcement learning
- fixed cost
- queueing networks
- stochastic process
- single product
- stochastic processes
- holding cost
- graphical models
- probability distribution