Computing security strategies in finite horizon repeated Bayesian games.
Lichun LiCédric LangbortJeff S. ShammaPublished in: ACC (2017)
Keyphrases
- finite horizon
- infinite horizon
- optimal policy
- optimal stopping
- markov decision processes
- inventory control
- inventory models
- multistage
- mixed strategy
- single product
- repeated games
- control policies
- optimal strategy
- non stationary
- average cost
- markov decision process
- yield management
- dynamic programming
- lot size
- long run
- posterior probability
- decision problems
- nash equilibria
- production planning
- game theory
- graphical models
- probabilistic model
- bayesian networks