Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach.
Ruobing XueXiangshen YeWeiping WuPublished in: Algorithms (2020)
Keyphrases
- optimal control
- linear quadratic
- infinite horizon
- dynamic programming
- control strategy
- stochastic demand
- finite horizon
- single item
- production planning
- average cost
- stochastic optimization
- demand distributions
- stochastic programming
- reinforcement learning
- face detection
- real time
- vector valued
- markov decision process
- lost sales
- control system
- multiscale