Infinite horizon Stackelberg differential games with random coefficients under control input constraint.
Liangquan ZhangWei ZhangPublished in: Int. J. Control (2024)
Keyphrases
- infinite horizon
- optimal control
- finite horizon
- game theory
- optimal policy
- stochastic demand
- nash equilibria
- dynamic programming
- markov decision processes
- long run
- stochastic games
- nash equilibrium
- production planning
- leader follower
- control strategy
- single item
- lead time
- partially observable
- control system
- mixed strategy
- reinforcement learning
- stackelberg game
- fixed cost
- holding cost
- markov decision process
- search algorithm