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Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost.

Axel KrönerAthena PicarelliHasnaa Zidani
Published in: SIAM J. Control. Optim. (2018)
Keyphrases
  • infinite horizon
  • average cost
  • finite horizon
  • long run
  • real time
  • optimal control
  • fixed cost
  • decision making
  • cost sensitive
  • dec pomdps
  • machine learning
  • multi agent
  • total cost
  • markov decision process