Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures (Q1327188)
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| Language | Label | Description | Also known as |
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| English | Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures |
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Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures (English)
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15 June 1994
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In discounted Markov decision processes with general state and action spaces with bounded Borel measurable cost functions, the occupation measure associated with a sequence of policies is constructed. Without assumptions of continuity or compactness, the existence of optimal stationary Borel measurable policies is demonstrated.
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general state and action spaces
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bounded Borel measurable cost functions
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optimal stationary Borel measurable policies
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