Zero-Sum Games for Finite-Horizon Semi-Markov Processes Under the Probability Criterion.
Xiangxiang HuangXianping GuoXin WenPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- finite horizon
- infinite horizon
- optimal policy
- optimal stopping
- markov decision processes
- inventory control
- inventory models
- expected reward
- multistage
- yield management
- non stationary
- probability distribution
- single product
- markov decision process
- long run
- lot size
- single item
- transition probabilities
- average cost
- production planning
- finite state
- dynamic programming