Some remarks on infinite horizon stochastic H2/H∞ control with (x, u, v)-dependent noise and Markov jumps.
Li ShengWeihai ZhangMing GaoPublished in: J. Frankl. Inst. (2015)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- markov chain
- dynamic programming
- periodic review
- stochastic demand
- control policies
- production planning
- control strategy
- long run
- control system
- markov decision processes
- optimal policy
- markov decision process
- single item
- demand distributions
- average cost
- lead time
- state space
- stochastic optimization
- stochastic process
- partially observable
- lost sales
- inventory models
- multi agent
- policy iteration
- multistage