On compactness of the space of policies in stochastic dynamic programming
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Cites work
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- Intégrandes normales et mesures paramétrées en calcul des variations
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Cited in
(24)- Multiple objective nonatomic Markov decision processes with total reward criteria
- Nonatomic total rewards Markov decision processes with multiple criteria
- An equilibrium existence result for games with incomplete information and indeterminate outcomes
- On the expected total reward with unbounded returns for Markov decision processes
- Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
- Constrained discounted Markov decision processes with Borel state spaces
- A note on the existence of optimal policies in total reward dynamic programs with compact action sets.
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
- Stationary Policies in Dynamic Programming Models Under Compactness Assumptions
- scientific article; zbMATH DE number 4108536 (Why is no real title available?)
- Existence Without Explicit Compactness in Stochastic Dynamic Programming
- scientific article; zbMATH DE number 703928 (Why is no real title available?)
- The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
- Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
- Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
- Constrained Markov decision processes with expected total reward criteria
- Effective weak and vague convergence of measures on the real line
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
- Mean-variance optimization in discrete-time decision processes with general utility function
- Absorbing Markov decision processes and their occupation measures
- Information design for social learning on a recommendation platform
- A mean-field approach for ergodic nonzero-sum stochastic games in a system of interacting objects with additive costs
- Compactness of the space of non-randomized policies in countable-state sequential decision processes
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