Sequential Games with Finite Horizon and Turn Selection Process - Finite Strategy Sets Case.

Rubén Becerril-Borja Raúl Montes-de-Oca

Published in: ICORES (2016)

Keyphrases

finite horizon
markov decision processes
infinite horizon
optimal policy
optimal stopping
inventory control
inventory models
multistage
average cost
single product
mixed strategy
long run
markov decision process
yield management
machine learning
dynamic programming
learning algorithm