The value-function of an infinite-horizon linear-quadratic problem.

Joël Blot Philippe Michel

Published in: Appl. Math. Lett. (2003)

Keyphrases

infinite horizon
optimal control
linear quadratic
finite horizon
dynamic programming
stochastic demand
markov decision processes
optimal policy
long run
control strategy
fixed cost
production planning
average cost
dynamical systems
single item
reinforcement learning
decision making
control system