Optimal polynomial feedback laws for finite horizon control problems.
Karl KunischDonato Vásquez-VarasPublished in: Comput. Math. Appl. (2023)
Keyphrases
- finite horizon
- control problems
- optimal control
- infinite horizon
- optimal stopping
- average cost
- optimal policy
- reinforcement learning
- single product
- markov decision processes
- inventory control
- dynamic programming
- inventory models
- single item
- stochastic control
- multistage
- control policies
- inventory policy
- fixed cost
- adaptive control
- brownian motion
- markov decision process
- lot size
- control strategy
- control law
- lead time