Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics.
Justin FongYing TanVincent CrocherDenny OetomoIven MareelsPublished in: Syst. Control. Lett. (2018)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- average cost
- dynamic programming
- inventory models
- continuous stirred tank reactor
- inventory control
- linear quadratic
- production planning
- single item
- single product
- optimal policy
- control strategy
- stochastic demand
- reinforcement learning
- brownian motion
- fixed cost
- optimal control problems
- markov decision processes
- periodic review
- dynamical systems
- lost sales
- control law
- inventory policy
- differential equations
- real time
- control policies
- control system
- markov decision process