Characterization and Approximation of Value Functions of differential Games with Maximum Cost in Infinite horizon.
Silvia Di MarcoAlain RapaportPublished in: IGTR (2005)
Keyphrases
- infinite horizon
- average cost
- fixed cost
- long run
- holding cost
- finite horizon
- optimal policy
- markov decision processes
- optimal control
- stochastic demand
- single item
- inventory policy
- production capacity
- production planning
- expected cost
- dynamic programming
- inventory costs
- lead time
- lost sales
- periodic review
- long run average cost
- lot size
- total cost
- approximation algorithms
- markov decision process
- cost sensitive
- dec pomdps
- inventory models
- state space
- queueing networks
- game theory
- reinforcement learning
- decision making
- lot sizing
- inventory control
- random variables