Receding horizon approach to Markov games for infinite horizon discounted cost.
Hyeong Soo ChangSteven I. MarcusPublished in: CDC (2002)
Keyphrases
- infinite horizon
- average cost
- fixed cost
- receding horizon
- markov decision processes
- finite horizon
- long run
- optimal policy
- optimal control
- dynamic programming
- lost sales
- air traffic control
- expected cost
- markov decision process
- stochastic games
- multiagent reinforcement learning
- reinforcement learning algorithms
- state space
- partially observable
- finite state
- optimal linear
- long run average cost
- lot size
- total cost
- markov decision problems
- lead time
- mathematical model
- search algorithm
- reinforcement learning
- inventory level