On dynamic programming: Compactness of the space of policies

Cites Work

Cited In (51)

Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
Perfect equilibria in games of incomplete information
Constrained Markovian decision processes: The dynamic programming approach
Optimal Control of Piecewise Deterministic Markov Processes
The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach
Compactness of the space of non-randomized policies in countable-state sequential decision processes
Constrained discounted stochastic games
Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games
Nowak's Theorem on Probability Measures Induced by Strategies Revisited
A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces
On the expected total reward with unbounded returns for Markov decision processes
On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy
Equilibria in infinite games of incomplete information
Constrained Markov decision processes with non-constant discount factor
Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams
Markov decision processes under ambiguity
Self-fulfilling expectations in stochastic processes of temporary equilibria
Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
Constrained Markov Decision Processes with Expected Total Reward Criteria
Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information
Strategic measures in optimal control problems for stochastic sequences
Geometry of information structures, strategic measures and associated stochastic control topologies
On compactness of the space of policies in stochastic dynamic programming
Absorbing Markov decision processes
Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities
Bayesian learning and convergence to rational expectations
Large deviations principle for discrete-time mean-field games
Optimality, equilibrium, and curb sets in decision problems without commitment
Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach
Optimal learning with costly adjustment
Essential stability of the alpha cores of finite games with incomplete information
On the Existence of Nash Equilibrium in Bayesian Games
On maximizing the average time at a goal
Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
Equivalent conditions for weak continuity of nonlinear filters
Semi-uniform Feller stochastic kernels
The martingale problem method revisited
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
Semicontinuous nonstationary stochastic games. II
Multiple objective nonatomic Markov decision processes with total reward criteria
An equilibrium existence result for games with incomplete information and indeterminate outcomes
Existence of optimal policy for time non-homogeneous discounted Markovian decision programming
Constrained discounted Markov decision processes with Borel state spaces
Semicontinuous nonstationary stochastic games
A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

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