The Complexity of Infinite-Horizon General-Sum Stochastic Games.
Yujia JinVidya MuthukumarAaron SidfordPublished in: ITCS (2023)
Keyphrases
- infinite horizon
- finite horizon
- optimal policy
- stochastic demand
- dynamic programming
- long run
- optimal control
- markov decision processes
- computational complexity
- production planning
- decision problems
- partially observable
- average cost
- markov decision process
- state space
- lead time
- probabilistic model
- single item
- holding cost
- sufficient conditions
- upper bound
- lower bound
- fixed cost
- real time
- periodic review
- production capacity