Regularization of bellman equations for infinite-horizon probabilistic properties.
Ilya TkachevAlessandro AbatePublished in: HSCC (2012)
Keyphrases
- infinite horizon
- finite horizon
- long run
- optimal policy
- optimal control
- production planning
- dynamic programming
- markov decision processes
- single item
- bayesian networks
- partially observable
- stochastic demand
- average cost
- inventory models
- fixed cost
- inventory control
- machine learning
- multistage
- decision makers
- state space
- multi agent systems
- decision making