An algebraic expression of finite horizon optimal control algorithm for stochastic logical dynamical systems.
Yuhu WuTielong ShenPublished in: Syst. Control. Lett. (2015)
Keyphrases
- dynamical systems
- control algorithm
- finite horizon
- infinite horizon
- control policies
- optimal policy
- control law
- periodic review
- state space
- single product
- markov decision processes
- control strategy
- control method
- dynamic systems
- inventory control
- control system
- average cost
- partially observable
- markov decision process
- differential equations
- single item
- inventory models
- control theory
- optimal control
- multistage
- nonlinear dynamical systems
- dynamic programming
- lot size
- long run
- state dependent
- predictive state representations
- objective function
- decision problems
- monte carlo
- linear programming
- policy iteration
- situation calculus
- lead time
- sufficient conditions
- search algorithm
- real time