Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems.
Hiroaki MukaidaniHua XuPublished in: Autom. (2017)
Keyphrases
- linear quadratic
- optimal control
- infinite horizon
- stochastic systems
- game theory
- nash equilibrium
- finite horizon
- sample path
- dynamic programming
- policy iteration
- stochastic models
- single item
- production planning
- control strategy
- confidence intervals
- reinforcement learning
- markov decision process
- average cost
- dynamical systems
- closed loop
- probability distribution
- search algorithm