Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game.
Yaning LinWeihai ZhangPublished in: J. Frankl. Inst. (2021)
Keyphrases
- infinite horizon
- cooperative
- finite horizon
- game theory
- long run
- dynamic programming
- stochastic demand
- stochastic games
- periodic review
- single item
- optimal control
- optimal policy
- markov decision processes
- production planning
- monte carlo
- holding cost
- average cost
- markov decision process
- multi agent systems
- state space
- dec pomdps
- lead time
- partially observable
- fixed cost
- machine learning
- state dependent
- mathematical model
- search algorithm
- inventory policy
- demand distributions