Development and performance evaluation of an infinite horizon LQ optimal tracker.
Péter BauerJozsef BokorPublished in: Eur. J. Control (2018)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- dynamic programming
- average cost
- stochastic demand
- inventory policy
- single item
- markov decision processes
- long run
- optimal policy
- fixed cost
- holding cost
- production planning
- partially observable
- periodic review
- production capacity
- reinforcement learning
- real time
- average reward
- lot size
- asymptotically optimal
- lead time
- inventory control
- production system
- graphical models
- optimal solution
- demand distributions