MDPs with setwise continuous transition probabilities (Q2060367): Difference between revisions

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+Examples concerning Abel and Cesàro limits
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+Q5583572
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+Measurable selections of extrema
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+Q3862198
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+Measurable Selection and Dynamic Programming
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+Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models
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+On Stationary Strategies in Borel Dynamic Programming
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+Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes
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+Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
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+Berge's theorem for noncompact image sets
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+Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
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+Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
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+Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
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+Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
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+Optimal Plans for Dynamic Programming Problems
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+Measurable selection theorems for optimization problems
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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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+Average Optimality in Dynamic Programming with General State Space
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+Stationary policies and Markov policies in Borel dynamic programming
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+Negative Dynamic Programming
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+On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes
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