Multi-leader-Follower Incentive Stackelberg Game for Infinite-Horizon Markov Jump Linear Stochastic Systems with H_∞ Constraint.
Hiroaki MukaidaniHua XuTadashi ShimaMostak AhmedPublished in: SMC (2018)
Keyphrases
- infinite horizon
- stochastic systems
- leader follower
- markov chain
- sample path
- finite horizon
- optimal control
- optimal policy
- long run
- linear constraints
- production planning
- state space
- single item
- confidence intervals
- dynamic programming
- lost sales
- average cost
- markov decision processes
- lead time
- policy iteration
- average reward
- markov decision process
- search space
- decision problems
- inventory level