On continuous-time infinite horizon optimal control - Dissipativity, stability, and transversality.
Timm FaulwasserChristopher M. KellettPublished in: Autom. (2021)
Keyphrases
- optimal control
- infinite horizon
- lyapunov function
- finite horizon
- dynamic programming
- optimal control problems
- production planning
- control strategy
- single item
- reinforcement learning
- partially observable
- average cost
- control law
- markov decision process
- stochastic demand
- policy iteration
- periodic review
- data mining
- holding cost
- multistage
- markov chain
- real time
- probabilistic model