MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS

DOI10.15807/JORSJ.30.232MaRDI QIDQ3757712zbMATHOpenAlexFDO

Authors Masami Kurano

Publication date 1987

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.30.232

zbMATH Keywords

ordering policyminimax inventory modelminimax stationary strategyunbounded lower semi-continuous cost functionzero-sum average cost stochastic game

Mathematics Subject Classification ID

2-person games (91A05) Inventory, storage, reservoirs (90B05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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Cited in

(6)

• Semi-Markov control models with partially known holding times distribution: discounted and average criteria
• On a Discounted Inventory Game
• Robust Markov control processes
• Stochastic games with unbounded payoffs: applications to robust control in economics
• Control systems of interacting objects modeled as a game against nature under a mean field approach
• Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem

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