Minimum second moment state for the existence of average optimal stationary policies in linear stochastic systems.
Alessandro N. VargasJoão B. R. do ValPublished in: ACC (2010)
Keyphrases
- stationary policies
- state space
- markov decision process
- markov decision processes
- stochastic systems
- average cost
- dynamic programming
- finite state
- lot sizing
- linear program
- sufficient conditions
- optimal policy
- reinforcement learning
- initial state
- state variables
- infinite horizon
- multistage
- machine learning
- dynamical systems
- transition probabilities
- linear programming
- inventory level
- partially observable
- markov chain
- state dependent
- least squares