Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon.
Yaning LinPublished in: J. Frankl. Inst. (2019)
Keyphrases
- infinite horizon
- stochastic systems
- finite horizon
- sample path
- lost sales
- optimal policy
- long run
- dynamic programming
- optimal control
- confidence intervals
- policy iteration
- production planning
- stochastic models
- markov decision processes
- markov chain
- single item
- markov decision process
- finite state
- markov random field
- average cost
- state space
- lead time
- sample size
- chaotic systems