An Existence Theorem for a Class of Infinite Horizon Optimal Control Problems.

Valeriya Lykina

Published in: J. Optim. Theory Appl. (2016)

Keyphrases

infinite horizon
optimal control
optimal control problems
production planning
dynamic programming
finite horizon
stochastic demand
long run
optimal policy
control strategy
markov decision processes
reinforcement learning
markov decision process
control law
finite number
solving nonlinear
bayesian networks