A numerical iterative method for solving two-point BVPs in infinite-horizon nonzero-sum differential games: Economic applications.
Z. NikooeinejadMohammad HeydariGhasem Barid LoghmaniPublished in: Math. Comput. Simul. (2022)
Keyphrases
- infinite horizon
- finite horizon
- long run
- optimal policy
- stochastic games
- markov decision problems
- stochastic demand
- optimal control
- dynamic programming
- markov decision processes
- partially observable
- production planning
- single item
- state space
- markov decision process
- fixed cost
- average cost
- holding cost
- policy iteration
- lead time
- game theory
- dec pomdps
- lost sales
- search algorithm
- inventory policy