A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results.
Ruchuan OuJonas SchießlMichael Heinrich BaumannLars GrüneTimm FaulwasserPublished in: CoRR (2023)
Keyphrases
- optimal control
- error bounds
- infinite horizon
- optimal control problems
- dynamic programming
- finite horizon
- control strategy
- periodic review
- theoretical analysis
- stochastic demand
- worst case
- production planning
- stochastic control
- linear quadratic
- single item
- reinforcement learning
- average cost
- markov decision process
- partially observable
- fixed cost
- real time
- policy iteration algorithm
- policy iteration
- decision making
- data mining
- control policies
- decision makers
- single product
- control system
- machine learning