Finite horizon stochastic optimal control of nonlinear two-player zero-sum games under communication constraint.
Hao XuSarangapani JagannathanPublished in: IJCNN (2014)
Keyphrases
- finite horizon
- infinite horizon
- optimal policy
- perfect information
- imperfect information
- optimal strategy
- optimal stopping
- markov decision processes
- inventory control
- inventory models
- single product
- decision problems
- non stationary
- multistage
- markov decision process
- yield management
- average cost
- inventory policy
- lot size
- single item
- long run
- state space
- dynamic programming
- multi agent systems
- optimal control