Convergence of Dynamic Programming Models
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(48)- Boundedly UC spaces and topologies on function spaces
- Concepts of similarity for utility functions
- Discretization procedures for adaptive Markov control processes
- Some structured dynamic programs arising in economics
- Complete metrizability of generalized compact-open topology
- Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions
- A strategic market game with secured lending
- A strategic market game with active bankruptcy
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
- A stability result for linear Markovian stochastic optimization problems
- Geometry of information structures, strategic measures and associated stochastic control topologies
- Convergence of partial maps
- Stochastic approximations of constrained discounted Markov decision processes
- Jointly continuous utility functions on submetrizable \(k_\omega\)-spaces
- The structure of extended real-valued metric spaces
- Inflationary equilibrium in a stochastic economy with independent agents
- On truncations and perturbations of Markov decision problems with an application to queueing network overflow control
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement
- Čech-completeness and related properties of the generalized compact-open topology
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
- Regularity and stability of feedback relaxed controls
- Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games
- A distribution stability result for a stochastic optimal control problem
- Weak convergence of approximate solutions of stochastic equations with applications to random differential and integral equations∗
- Approximations and bounds for a generalized optimal stopping problem
- Markov-Nash equilibria in mean-field games with discounted cost
- A continuity question of Dubins and Savage
- Discounted continuous-time controlled Markov chains: convergence of control models
- Discrete-time average-cost mean-field games on Polish spaces
- Comparison of information structures for zero-sum games and a partial converse to Blackwell ordering in standard Borel spaces
- Approximate Nash equilibria in partially observed stochastic games with mean-field interactions
- Robustness to incorrect system models in stochastic control
- A universal dynamic program and refined existence results for decentralized stochastic control
- Robustness to Incorrect Priors in Partially Observed Stochastic Control
- scientific article; zbMATH DE number 6026918 (Why is no real title available?)
- On continuous convergence and epi-convergence of random functions. II: Sufficient conditions and applications.
- Markov decision processes
- Completeness properties of the generalized compact-open topology on partial functions with closed domains
- Partially observed discrete-time risk-sensitive mean field games
- On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy
- Infinite horizon average cost optimality criteria for mean-field control
- Approximation of Markov decision processes with general state space
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
- Erratum to: ``Markov-Nash equilibria in mean-field games with discounted cost
- A convex optimization approach to dynamic programming in continuous state and action spaces
- Near optimality of quantized policies in stochastic control under weak continuity conditions
- Vietoris topology on partial maps with compact domains
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