Constraint for the Mean-Field Stochastic Systems in Infinite Horizon.
Xiushan JiangShun-Feng SuDongya ZhaoPublished in: IEEE Trans. Cybern. (2023)
Keyphrases
- infinite horizon
- stochastic systems
- finite horizon
- optimal control
- sample path
- optimal policy
- long run
- lost sales
- dynamic programming
- stochastic models
- markov decision processes
- production planning
- single item
- policy iteration
- state space
- average cost
- confidence intervals
- lead time
- holding cost
- inventory systems
- markov decision process
- markov random field
- machine learning