On the expected total reward with unbounded returns for Markov decision processes (Q2198156): Difference between revisions

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+On compactness of the space of policies in stochastic dynamic programming
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+Existence Without Explicit Compactness in Stochastic Dynamic Programming
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+Stochastic optimal control. The discrete time case
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+Generalised discounting in dynamic programming with unbounded returns
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+Stochastic games with unbounded payoffs: applications to robust control in economics
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+Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
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+On discounted dynamic programming with unbounded returns
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+Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
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+Markov programming by successive approximations with respect to weighted supremum norms
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+Unbounded mappings and weak convergence of measures
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