Deep Reinforcement Learning for Infinite Horizon Mean Field Problems in Continuous Spaces.
Andrea AngiuliJean-Pierre FouqueRuimeng HuAlan RaydanPublished in: CoRR (2023)
Keyphrases
- infinite horizon
- optimal policy
- reinforcement learning
- optimal control
- action space
- markov decision processes
- state space
- partially observable
- markov decision process
- decision problems
- machine learning
- production planning
- partially observable markov decision processes
- lead time
- long run
- dynamic programming
- reinforcement learning algorithms