Infinite Horizon Average Cost Optimality Criteria for Mean-Field Control.
Erhan BayraktarAli Devran KaraPublished in: CoRR (2023)
Keyphrases
- infinite horizon
- average cost
- optimal control
- optimality criteria
- control policy
- finite horizon
- long run
- optimal policy
- markov decision processes
- stochastic demand
- dynamic programming
- control strategy
- partially observable
- production planning
- holding cost
- single item
- markov decision process
- fixed cost
- initial state
- inventory models
- finite state
- linear programming
- markov decision problems
- control system
- policy iteration
- lead time
- inventory policy
- markov decision chains
- control policies
- linear program
- setup cost
- finite number
- data mining
- real time