A Finite State Stochastic Minimax Optimal Control Problem with Infinite Horizon.
Silvia C. Di MarcoRoberto L. V. GonzálezPublished in: WNAA (1996)
Keyphrases
- optimal control
- infinite horizon
- finite state
- optimal control problems
- policy iteration algorithm
- markov decision processes
- dynamic programming
- finite state transducers
- optimal policy
- markov chain
- average cost
- finite horizon
- production planning
- periodic review
- stochastic demand
- single item
- reinforcement learning
- model checking
- policy iteration
- stochastic process
- partially observable markov decision processes
- control strategy
- markov processes
- state space
- markov decision process
- partially observable
- fixed cost
- evaluation function
- state dependent
- linear program
- inventory level
- sufficient conditions
- control policies
- stationary policies
- inventory models
- decision problems