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

被引：6

作者：

KURANO, M ^{[1
]}

机构：

[1] CHIBA UNIV,FAC EDUC,DEPT MATH,CHIBA 260,JAPAN

来源：

JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN | 1987年 / 30卷 / 02期

关键词：

D O I：

10.15807/jorsj.30.232

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：232 / 247

页数：16

共 50 条

[21] Stochastic nonlinear minimax dynamic games with noisy measurements
Charalambous, CD
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (02) : 261 - 266
[22] The Classical Average-Cost Inventory Models of Iglehart and Veinott–Wagner Revisited
D. Beyer
S. P. Sethi
Journal of Optimization Theory and Applications, 1999, 101 : 523 - 555
[23] A COMPARISON OF AVERAGE AND DISCOUNTED COST MODELS FOR THE DYNAMIC LOT SIZE INVENTORY PROBLEM
CHAND, S
TANG, K
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1985, 22 (01) : 9 - 18
[24] Robustness to Incorrect Models in Average-Cost Optimal Stochastic Control
Kara, Ali Devran
Raginsky, Maxim
Yuksel, Serdar
2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 7970 - 7975
[25] Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
JOURNAL OF ECONOMETRICS, 2013, 176 (02) : 162 - 172
[26] Some Multidimensional Stochastic Models of Inventory Control with a Separable Cost Function*
Knopov, P. S.
Pepelyaeva, T., V
CYBERNETICS AND SYSTEMS ANALYSIS, 2022, 58 (04) : 523 - 529
[27] Some Multidimensional Stochastic Models of Inventory Control with a Separable Cost Function*
P. S. Knopov
T. V. Pepelyaeva
Cybernetics and Systems Analysis, 2022, 58 : 523 - 529
[28] ASYMPTOTICALLY MINIMAX STOCHASTIC SEARCH STRATEGIES IN THE PLANE
LALLEY, S
ROBBINS, H
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1987, 84 (08) : 2111 - 2112
[29] Improving strategies in stochastic games
Maastricht Univ, Maastricht, Netherlands
Proc IEEE Conf Decis Control, (2674-2679):
[30] STOCHASTIC STRATEGIES IN DIFFERENTIAL GAMES
KRASOVSKII, NN
SUBBOTIN, AI
ROSSOKHIN, VF
DOKLADY AKADEMII NAUK SSSR, 1975, 220 (05): : 1023 - 1026

← 1 2 3 4 5 →