Approximation of the infinite-horizon value function of the switched LQR problem.
Tan HouYuanlong LiZongli LinPublished in: Autom. (2024)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- long run
- policy iteration algorithm
- stochastic demand
- optimal policy
- dynamic programming
- production planning
- markov decision processes
- average cost
- lead time
- state space
- fixed cost
- partially observable
- single item
- markov decision process
- policy iteration
- decision making
- sufficient conditions
- holding cost
- lost sales
- reinforcement learning
- machine learning
- real time