Existence Without Explicit Compactness in Stochastic Dynamic Programming

DOI10.1287/MOOR.17.3.572MaRDI QIDQ4022019zbMATH OpenOpenAlexFDO

Authors Erik J. Balder

Publication date 17 January 1993

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.17.3.572

zbMATH Keywords

coercivity conditionexpected utility criterionnonstationary dynamic programmingupper semicontinuity

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

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Cited in

(7)

• On compactness of the space of policies in stochastic dynamic programming
• On the expected total reward with unbounded returns for Markov decision processes
• scientific article; zbMATH DE number 4108536 (Why is no real title available?)
• The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
• Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
• Mean-variance optimization in discrete-time decision processes with general utility function
• Compactness of the space of non-randomized policies in countable-state sequential decision processes

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