Optimal Feedback Arising in a Third-Order Dynamics with Boundary Controls and Infinite Horizon.
Irena LasieckaRoberto TriggianiPublished in: J. Optim. Theory Appl. (2022)
Keyphrases
- infinite horizon
- finite horizon
- optimal control
- dynamic programming
- single item
- stochastic demand
- average cost
- optimal policy
- long run
- inventory policy
- production capacity
- markov decision processes
- production planning
- holding cost
- partially observable
- periodic review
- fixed cost
- single product
- state space
- markov decision process
- inventory models
- lot size
- bayesian networks
- dec pomdps
- reinforcement learning
- asymptotically optimal
- multi agent
- finite state
- graphical models
- optimal production
- expected cost
- lead time