An Optimal Solution to Infinite Horizon Nonlinear Control Problems: Part II.

Mohamed Naveed Gul Mohamed Aayushman Sharma Raman Goyal Suman Chakravorty

Published in: CoRR (2024)

Keyphrases

control problems
optimal control
infinite horizon
optimal solution
dynamic programming
finite horizon
production planning
single item
stochastic demand

reinforcement learning
partially observable
control strategy
objective function
markov decision process
np hard
linear program
knapsack problem

fixed cost
markov decision processes
search space
control law
linear programming
average cost
policy iteration
decision problems

optimal policy
markov decision problems
long run
mixed integer
control method
search algorithm
convergence rate
real time