Finite-Horizon Discounted Optimal Control: Stability and Performance.
Mathieu GranzottoRomain PostoyanLucian BusoniuDragan NesicJamal DaafouzPublished in: IEEE Trans. Autom. Control. (2021)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- lyapunov function
- average cost
- dynamic programming
- inventory models
- inventory control
- stochastic demand
- single product
- production planning
- single item
- feedback control
- control strategy
- optimal control problems
- control law
- optimal policy
- markov decision process
- fixed cost
- brownian motion
- reinforcement learning
- periodic review
- control policies
- lyapunov stability
- np hard
- markov decision processes
- multistage
- random variables
- control system
- real time