Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with poisson jumps.
Po HuHongbin MaPublished in: J. Frankl. Inst. (2023)
Keyphrases
- finite horizon
- cooperative
- optimal stopping
- optimal policy
- control policies
- infinite horizon
- stochastic inventory control
- closed form
- markov decision processes
- game theory
- inventory models
- periodic review
- multistage
- inventory control
- nash equilibrium
- single product
- yield management
- markov decision process
- markov chain
- markov random field
- lot size
- machine learning
- state space
- expectation maximization
- sufficient conditions
- em algorithm