Markovian Decision Processes with Compact Action Spaces

DOI10.1214/AOMS/1177692393zbMath0277.90083OpenAlexW2027451493MaRDI QIDQ4404055

Nagata Furukawa

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692393

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)

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A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies ⋮ Existence of equilibrium in common agency games with adverse selection ⋮ The Bellman's principle of optimality in the discounted dynamic programming ⋮ Controlled semi-Markov models - the discounted case ⋮ Arbitrary state semi-Markov decision processes ⋮ Stochastic growth with irreversible investment ⋮ On the existence of optimal processes in non-stationary environments ⋮ Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal ⋮ Parametric continuity in dynamic programming problems ⋮ What do discounted optima converge to!: A theory of discount rate asymptotics in economic models ⋮ Parametric continuity in dynamic programming problems ⋮ On dynamic programming: Compactness of the space of policies ⋮ A selection theorem for optimization problems ⋮ On some aspects in stochastic dynamic programming with terminal region

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