Sufficient Statistic Based Suboptimal Strategies in Infinite Horizon Two-Player Zero-Sum Stochastic Bayesian Games.
Nabiha Nasir OrpaLichun LiPublished in: CDC (2021)
Keyphrases
- infinite horizon
- finite horizon
- stochastic games
- optimal control
- optimal policy
- long run
- periodic review
- production planning
- stochastic demand
- markov decision processes
- dynamic programming
- partially observable
- single item
- state space
- game theory
- demand distributions
- average cost
- markov decision process
- monte carlo
- lead time
- state dependent
- long run average cost
- control policies
- dec pomdps
- nash equilibrium
- inventory control
- policy iteration
- markov decision problems
- nash equilibria
- online auctions
- bayesian networks
- real time