Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps.

Published in: Eur. J. Control (2019)

Keyphrases

optimal control
infinite horizon
forward backward
dynamic programming
finite horizon
control strategy
average cost
partially observable
optimal control problems
reinforcement learning
stochastic demand
optimal policy
long run
dynamical systems
single item
state space
periodic review
hidden markov models