The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions (Q4346231): Difference between revisions

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scientific article; zbMATH DE number 1042555
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The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
scientific article; zbMATH DE number 1042555

    Statements

    The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions (English)
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    9 December 1998
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    compactness theorem
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    set of measures on a subset of a product space
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    optimal policies in stochastic dynamic programming
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    Carathéodory functions
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    Identifiers