MDPs with setwise continuous transition probabilities
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Publication:2060367
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Cites work
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- Average Optimality in Dynamic Programming with General State Space
- Berge's theorem for noncompact image sets
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- Examples concerning Abel and Cesàro limits
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- Measurable Selection and Dynamic Programming
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- Negative Dynamic Programming
- On convergence of value iteration for a class of total cost Markov decision processes
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- Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
- Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
- Stationary policies and Markov policies in Borel dynamic programming
- Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
- Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models
Cited in
(8)- Unbounded dynamic programming via the Q-transform
- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
- scientific article; zbMATH DE number 7730613 (Why is no real title available?)
- MDPs with Setwise Continuous Transition Probabilities
- Sequential convergence on the space of Borel measures
- Discounted cost exponential semi-Markov decision processes with unbounded transition rates: a service rate control problem with impatient customers
- Continuity of filters for discrete-time control problems defined by explicit equations
- Multi-objective discounted continuous-time Markov decision processes
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