On Discrete-Time Approximations to Infinite Horizon Differential Games.
Javier de FrutosVíctor GatónJulia NovoPublished in: CoRR (2021)
Keyphrases
- infinite horizon
- stochastic games
- finite horizon
- optimal policy
- optimal control
- markov decision processes
- long run
- dynamic programming
- stochastic demand
- production planning
- single item
- average cost
- markov chain
- partially observable
- state space
- finite state
- lead time
- fixed cost
- nash equilibrium
- game theory
- nash equilibria
- markov decision process
- policy iteration
- efficient computation
- holding cost
- stationary policies
- real time
- production cost
- inventory control
- markov decision problems
- inventory models
- inventory policy