Measurable selection theorems for optimization problems
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Cites work
- A selection theorem for optimization problems
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
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- Measurable relations
- Measurable Selection and Dynamic Programming
- Measurable selections of extrema
- On the extension of von Neumann-Aumann's theorem
- Optimal Plans for Dynamic Programming Problems
- Survey of Measurable Selection Theorems
- The optimal reward operator in dynamic programming
- The optimal reward operator in special classes of dynamic programming problems
Cited in
(41)- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- Semicontinuous nonstationary stochastic games
- Robustness inequality for Markov control processes with unbounded costs
- Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
- ``Super-overtaking optimal policies for Markov control processes
- Regularity properties in a state-constrained expected utility maximization problem
- Value iteration in average cost Markov control processes on Borel spaces
- Semi-Markov control processes with unknown holding times distribution under an average cost criterion
- Discrete-time hybrid control in Borel spaces
- MDPs with setwise continuous transition probabilities
- Empirical estimation in average Markov control processes
- A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces
- Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria
- On ergodic decompositions related to the Kantorovich problem
- Optimality of quasi-open-loop policies for discounted semi-Markov decision processes
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
- scientific article; zbMATH DE number 5908148 (Why is no real title available?)
- Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
- Adaptive control of diffusion processes with a discounted reward criterion
- Bayesian estimation of the mean holding time in average semi-Markov control processes
- Nonexistence of Measurable Optimal Selections
- scientific article; zbMATH DE number 179178 (Why is no real title available?)
- scientific article; zbMATH DE number 513084 (Why is no real title available?)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
- Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
- Learning finite-dimensional coding schemes with nonlinear reconstruction maps
- Controlled Markov decision processes with AVaR criteria for unbounded costs
- On the existence of Nash equilibrium in Bayesian games
- Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
- Monotonicity of minimizers in optimization problems with applications to Markov control processes
- Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Partially observable Markov decision processes with partially observable random discount factors
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
- Short Communication: Existence of Markov Equilibrium Control in Discrete Time
- Existence of extremals for a Fourier restriction inequality on the one-sheeted hyperboloid
- Robust optimal control using conditional risk mappings in infinite horizon
- Multivalued mappings
- Markov control models with unknown random state-action-dependent discount factors
- Average optimality for continuous-time Markov decision processes in Polish spaces
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