Stability analysis of discrete-time finite-horizon discounted optimal control.
Mathieu GranzottoRomain PostoyanLucian BusoniuDragan NesicJamal DaafouzPublished in: CDC (2018)
Keyphrases
- stability analysis
- optimal control
- finite horizon
- infinite horizon
- optimal control problems
- linear quadratic
- nonlinear systems
- control law
- average cost
- dynamic programming
- inventory control
- production planning
- stochastic demand
- feedback control
- single product
- single item
- control strategy
- optimal policy
- markov chain
- markov decision process
- sliding mode
- reinforcement learning
- fixed cost
- brownian motion
- adaptive control
- periodic review
- control theory
- control algorithm
- markov decision processes
- lost sales
- utility function