Stationary policies and Markov policies in Borel dynamic programming (Q1071658)
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English | Stationary policies and Markov policies in Borel dynamic programming |
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Stationary policies and Markov policies in Borel dynamic programming (English)
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1986
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The question of the existence of good Markov (good stationary) policies is studied for a general class of Borel (stationary) dynamic programming models. It is shown, for example, that Markov (stationary) policies are uniformly adequate if every transition law is absolutely continuous with respect to a fixed measure (and the reward function is positive or the model satisfies certain compactness and continuity conditions).
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gambling
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Markov policy
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stationary policy
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persistently optimal
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