MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS
DOI10.15807/JORSJ.30.232zbMATH Open0619.90099OpenAlexW2187654747MaRDI QIDQ3757712FDOQ3757712
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
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- scientific article; zbMATH DE number 665583
ordering policyminimax inventory modelminimax stationary strategyunbounded lower semi-continuous cost functionzero-sum average cost stochastic game
2-person games (91A05) Inventory, storage, reservoirs (90B05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
Cited In (6)
- Robust Markov control processes
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
- Stochastic games with unbounded payoffs: applications to robust control in economics
- On a Discounted Inventory Game
- Control systems of interacting objects modeled as a game against nature under a mean field approach
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
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