Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games.
Chenchen PengWeihai ZhangLimin MaPublished in: J. Frankl. Inst. (2021)
Keyphrases
- optimal control
- linear quadratic
- infinite horizon
- multi objective
- optimal control problems
- finite horizon
- dynamic programming
- stochastic demand
- single item
- control strategy
- reinforcement learning
- evolutionary algorithm
- average cost
- production planning
- markov decision process
- objective function
- real time
- policy iteration
- lost sales
- control policies