Markovian Decision Processes with Compact Action Spaces

DOI10.1214/AOMS/1177692393MaRDI QIDQ4404055zbMATH OpenOpenAlexFDO

Authors Nagata Furukawa

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692393

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Markov processes (60J99) Markov and semi-Markov decision processes (90C40)

Cited in

(15)

• The Bellman's principle of optimality in the discounted dynamic programming
• Controlled semi-Markov models - the discounted case
• On the existence of optimal processes in non-stationary environments
• What do discounted optima converge to!: A theory of discount rate asymptotics in economic models
• On dynamic programming: Compactness of the space of policies
• A selection theorem for optimization problems
• On some aspects in stochastic dynamic programming with terminal region
• Existence of equilibrium in common agency games with adverse selection
• A mixed value and policy iteration method for stochastic control with universally measurable policies
• Arbitrary state semi-Markov decision processes
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Parametric continuity in dynamic programming problems
• Parametric continuity in dynamic programming problems
• Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
• Stochastic growth with irreversible investment

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