Sparse and Switching Infinite Horizon Optimal Control with Nonconvex Penalizations.
Dante KaliseKarl KunischZhiping RaoPublished in: CoRR (2018)
Keyphrases
- optimal control
- infinite horizon
- dynamic programming
- finite horizon
- stochastic demand
- production planning
- single item
- optimal control problems
- control strategy
- reinforcement learning
- markov decision process
- partially observable
- convex optimization
- average cost
- holding cost
- fixed cost
- objective function
- production system
- periodic review
- policy iteration
- nonlinear programming
- state space
- probabilistic model