Robust optimal control for finite-horizon zero-sum differential games via a plug-n-play event-triggered scheme.
Dandan DuanChunsheng LiuShaojie ZhangPublished in: J. Frankl. Inst. (2020)
Keyphrases
- optimal control
- infinite horizon
- finite horizon
- stochastic games
- average cost
- control problems
- optimal policy
- dynamic programming
- game theory
- game playing
- stochastic demand
- inventory control
- single item
- nash equilibria
- markov decision processes
- inventory models
- reinforcement learning
- single product
- repeated games
- brownian motion
- long run
- periodic review
- markov decision process
- imperfect information
- control strategy
- optimal control problems
- lost sales
- nash equilibrium
- multistage
- fixed cost
- control policies
- non stationary
- state space
- objective function
- machine learning
- real time