A Discrete Dynamic Programming Approximation to the Multiobjective Deterministic Finite Horizon Optimal Control Problem.
A. GuigueMojtaba AhmadiM. J. D. HayesRobert G. LangloisPublished in: SIAM J. Control. Optim. (2009)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- dynamic programming
- multi objective
- optimal policy
- average cost
- evolutionary algorithm
- stochastic demand
- markov decision processes
- multiobjective optimization
- inventory control
- multistage
- continuous functions
- single item
- single product
- inventory models
- optimal control problems
- production planning
- genetic algorithm
- markov decision process
- partially observable
- multiple objectives
- fixed cost
- state space
- linear programming
- control strategy
- periodic review
- knapsack problem
- control policies
- brownian motion
- objective function
- reinforcement learning
- linear program
- markov decision problems
- machine learning
- state dependent
- long run
- lost sales
- artificial bee colony
- finite state
- non stationary
- graphical models
- optimization problems
- control system
- bayesian networks
- real time