Pareto efficiency of infinite-horizon cooperative stochastic differential games with Markov jumps and Poisson jumps.
Po HuHongbin MaXiaoguang YangYifen MuPublished in: Math. Comput. Simul. (2024)
Keyphrases
- infinite horizon
- markov chain
- cooperative
- state space
- long run
- optimal policy
- stochastic process
- finite horizon
- markov decision processes
- periodic review
- game theory
- optimal control
- stochastic demand
- steady state
- stochastic games
- state dependent
- dynamic programming
- single item
- production planning
- partially observable
- average cost
- inventory systems
- demand distributions
- lead time
- multi agent
- finite state
- multi agent systems
- reinforcement learning
- decision making
- stochastic processes
- lost sales
- fixed cost
- nash equilibrium
- inventory models