Sufficient Conditions for Optimality in Finite-Horizon Two-Player Zero-Sum Hybrid Games.
Santiago J. LeudoRicardo G. SanfelicePublished in: CDC (2022)
Keyphrases
- sufficient conditions
- finite horizon
- optimal policy
- average cost
- infinite horizon
- optimal stopping
- markov decision processes
- asymptotic optimality
- single product
- inventory control
- long run
- yield management
- finite state
- decision problems
- multistage
- asymptotic stability
- markov decision process
- lyapunov function
- exponential stability
- neural network
- initial state
- linear systems
- optimal control
- asymptotically optimal
- finite number
- state space
- nash equilibrium
- inventory policy
- efficiently computable