Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory.
Ali DelavarkhalafiA. S. Fatemion AghdaMahdieh TahmasebiPublished in: Int. J. Control (2022)
Keyphrases
- optimal control
- infinite horizon
- stochastic systems
- sample path
- finite horizon
- lost sales
- dynamic programming
- policy iteration
- single item
- confidence intervals
- stochastic demand
- production planning
- control strategy
- reinforcement learning
- control law
- average cost
- markov decision process
- markov random field
- inventory systems
- holding cost