On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems.
Angeliki KamoutsiTobias SutterPeyman Mohajerin EsfahaniJohn LygerosPublished in: IEEE Control. Syst. Lett. (2017)
Keyphrases
- infinite horizon
- optimal control problems
- optimal control
- linear programming
- dynamic programming
- production planning
- finite horizon
- linear program
- stochastic demand
- control strategy
- infinite dimensional
- average cost
- feasible solution
- primal dual
- partially observable
- markov decision process
- optimal policy
- markov decision processes
- single item
- column generation
- multistage
- integer programming
- optimal solution
- linear programming problems
- reinforcement learning
- policy iteration
- state space
- nonlinear programming
- markov decision problems
- objective function
- control law
- knapsack problem
- np hard
- stationary policies
- bayesian networks
- greedy algorithm