Deterministic Equivalence in Stochastic Infinite Horizon Problems.

Julia L. Higle James C. Bean Robert L. Smith

Published in: Math. Oper. Res. (1990)

Keyphrases

infinite horizon
long run
optimal policy
markov decision processes
decision problems
optimal control
production planning
real time
multi agent
average cost
markov decision process
finite horizon
stochastic demand
dec pomdps