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

DOI10.15807/JORSJ.30.232zbMath0619.90099OpenAlexW2187654747MaRDI QIDQ3757712

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)

Related Items (5)

Robust Markov control processes ⋮ Control systems of interacting objects modeled as a game against nature under a mean field approach ⋮ Stochastic games with unbounded payoffs: applications to robust control in economics ⋮ Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ On a Discounted Inventory Game

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