Robustness to Incorrect Priors in Infinite Horizon Stochastic Control.
Ali Devran KaraSerdar YükselPublished in: CDC (2018)
Keyphrases
- infinite horizon
- optimal control
- stochastic control
- control problems
- finite horizon
- brownian motion
- production planning
- dynamic programming
- optimal policy
- long run
- markov decision processes
- markov decision process
- control strategy
- lead time
- reinforcement learning
- average cost
- queueing systems
- multi agent
- policy iteration
- stochastic games
- operations management
- graphical models