Necessary Optimality Conditions for Improper Infinite-Horizon Control Problems.
Sergey M. AseevVladimir M. VeliovPublished in: OR (2011)
Keyphrases
- optimality conditions
- control problems
- infinite horizon
- optimal control
- nonlinear programming
- finite horizon
- dynamic programming
- reinforcement learning
- lower level
- control strategy
- optimal policy
- markov decision process
- linear programming
- markov decision processes
- average cost
- sample size
- bayesian networks
- policy iteration
- control system
- long run
- learning algorithm
- random variables