A multistage suboptimal dual controller using optimal predictors.
André Laurindo MaitelliTakashi YoneyamaPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- multistage
- dynamic programming
- stochastic programming
- single stage
- optimal control
- production system
- lot sizing
- locally optimal
- stochastic optimization
- optimal policy
- average cost
- finite horizon
- sufficient conditions
- asymptotically optimal
- lot size
- optimal solution
- reinforcement learning
- joint replenishment
- single item
- infinite horizon
- control method