Necessary conditions of optimality for state constrained infinite horizon differential inclusions.
Fernando M. Lobo PereiraGeraldo Nunes SilvaPublished in: CDC/ECC (2011)
Keyphrases
- infinite horizon
- average cost
- finite horizon
- partially observable
- optimal control
- stochastic demand
- markov decision process
- markov decision processes
- state space
- optimal policy
- long run
- dynamic programming
- reinforcement learning
- learning algorithm
- sufficient conditions
- graphical models
- policy iteration
- single item
- markov decision problems
- bayesian networks