Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon.
Yaning LinPublished in: J. Optim. Theory Appl. (2019)
Keyphrases
- infinite horizon
- stochastic systems
- optimal control
- linear quadratic
- sample path
- dynamic programming
- policy iteration
- finite horizon
- stochastic models
- lost sales
- single item
- optimal policy
- production planning
- average cost
- confidence intervals
- markov decision process
- long run
- control strategy
- closed loop
- markov decision processes
- reinforcement learning
- machine learning
- holding cost
- vector valued
- markov chain
- inventory systems