On Continuous-Time Infinite Horizon Optimal Control - Dissipativity, Stability and Transversality.
Timm FaulwasserChristopher M. KellettPublished in: CoRR (2020)
Keyphrases
- optimal control
- infinite horizon
- lyapunov function
- dynamic programming
- finite horizon
- optimal control problems
- stochastic demand
- single item
- production planning
- control strategy
- markov decision process
- reinforcement learning
- control law
- partially observable
- lyapunov stability
- average cost
- holding cost
- real time
- policy iteration
- dynamical systems
- fixed cost
- sufficient conditions
- markov chain
- actor critic
- periodic review
- inventory policy