Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon.

Yaning Lin Xiushan Jiang Weihai Zhang

Published in: Autom. (2018)

Keyphrases

sufficient conditions
finite horizon
optimal policy
infinite horizon
markov decision processes
decision problems
finite state
multistage
state dependent
average cost
long run
lost sales
asymptotically optimal
markov decision process
initial state
higher order
reinforcement learning
machine learning