An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
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Cited in
(6)- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
- Berge's maximum theorem for noncompact image sets
- An envelope theorem and some applications to discounted Markov decision processes
- Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach.
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
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