An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
From MaRDI portal
Publication:2907896
Recommendations
- Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach
- Discounted and average Markov decision processes with unbounded rewards: New conditions
- Fixed point theorems for discounted finite Markov decision processes
- scientific article; zbMATH DE number 1159486
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- On undiscounted markovian decision processes with compact action spaces
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
- scientific article; zbMATH DE number 1829768
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
Cites work
- scientific article; zbMATH DE number 5135703 (Why is no real title available?)
- scientific article; zbMATH DE number 41026 (Why is no real title available?)
- scientific article; zbMATH DE number 3617139 (Why is no real title available?)
- scientific article; zbMATH DE number 1199724 (Why is no real title available?)
- scientific article; zbMATH DE number 729191 (Why is no real title available?)
- scientific article; zbMATH DE number 949660 (Why is no real title available?)
- scientific article; zbMATH DE number 837313 (Why is no real title available?)
- scientific article; zbMATH DE number 914523 (Why is no real title available?)
- scientific article; zbMATH DE number 5174522 (Why is no real title available?)
- scientific article; zbMATH DE number 5685899 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- scientific article; zbMATH DE number 3072483 (Why is no real title available?)
- A First Course in Optimization Theory
- A Generalization of the Maximum Theorem
- A generalized theorem of the maximum
- A nonsmooth, nonconvex model of optimal growth
- Berge's maximum theorem with two topologies on the action set
- Blackwell Optimality in Borelian Continuous-in-Action Markov Decision Processes
- Conditions for the uniqueness of optimal policies of discounted Markov decision processes
- Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
- Infinite dimensional analysis. A hitchhiker's guide.
- Lipschitz continuity of value functions in Markovian decision processes
- Maximum theorems for convex structures with an application to the theory of optimal intertemporal allocation
- Measurable selection theorems for optimization problems
- Parametric continuity in dynamic programming problems
- Real analysis
- Stationary Optimal Policies with Discounting in a Stochastic Activity Analysis Model
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- The Continuity of Optimal Dynamic Decision Rules
- The maximum theorem and the existence of Nash equilibrium of (generalized) games without lower semicontinuities
- Time-average control of martingale problems: A linear programming formulation
- Transfer continuities, generalizations of the Weierstrass and maximum theorems: A full characterization
Cited in
(6)- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
- Berge's maximum theorem for noncompact image sets
- Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach.
- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
- An envelope theorem and some applications to discounted Markov decision processes
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
This page was built for publication: An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2907896)
