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