Infinite-horizon Linear Optimal Control of Markov Jump Systems without Mode Observation via State Feedback.
Maxim DolgovUwe D. HanebeckPublished in: CoRR (2015)
Keyphrases
- optimal control
- infinite horizon
- dynamic programming
- finite horizon
- state space
- partially observable
- control strategy
- linear quadratic
- markov chain
- reinforcement learning
- markov decision process
- optimal control problems
- stochastic demand
- linear systems
- single item
- markov decision processes
- production planning
- optimal policy
- policy iteration
- lost sales
- actor critic
- real time
- long run
- holding cost
- fixed cost
- data mining