On compactness of the space of policies in stochastic dynamic programming (Q1122507)

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On compactness of the space of policies in stochastic dynamic programming
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    On compactness of the space of policies in stochastic dynamic programming (English)
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    1989
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    expected utility criterion
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    compact policy space
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    stochastic dynamic programming
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    compact, history-dependent action sets
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    existence of a topology
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