Optimal Plans for Dynamic Programming Problems
From MaRDI portal
Publication:4145186
DOI10.1287/moor.1.4.390zbMath0368.90134OpenAlexW2105148255MaRDI QIDQ4145186
C. J. Himmelberg, F. S. van Vleck, Thiruvenkatachari Parthasarathy
Publication date: 1976
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1.4.390
Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)
Related Items
Portfolio management under drawdown constraint in discrete-time financial markets ⋮ EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE ⋮ Mechanism design for general screening problems with moral hazard ⋮ Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection ⋮ Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution ⋮ Continuous dependence of stochastic control models on the noise distribution ⋮ Recurrence conditions for Markov decision processes with Borel state space: A survey ⋮ Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ The Bellman's principle of optimality in the discounted dynamic programming ⋮ Zero-sum continuous-time Markov pure jump game over a fixed duration ⋮ Aggregated occupation measures and linear programming approach to constrained impulse control problems ⋮ Existence of stationary equilibrium strategies in non-zero sum discounted stochastic games with uncountable state space and state-independent transitions ⋮ Discretization procedures for adaptive Markov control processes ⋮ Stochastic reachability of a target tube: theory and computation ⋮ Preface: International conference on game theory and optimization, June 6--10, 2016, Indian Institute of Technology Madras, Chennai, India ⋮ Three principles of competitive nonlinear pricing. ⋮ Arbitrary state semi-Markov decision processes ⋮ Layered networks, equilibrium dynamics, and stable coalitions ⋮ Correction to: ``Layered networks, equilibrium dynamics, and stable coalitions ⋮ Nonparametric adaptive control of discounted stochastic systems with compact state space ⋮ A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces ⋮ A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control ⋮ Optimal policies in multiproduct inventory models ⋮ Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption ⋮ The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces ⋮ Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases ⋮ An analysis of transient Markov decision processes ⋮ On the optimality of (z, Z)-order-policies in adaptive inventory control ⋮ Recursive adaptive control of Markov decision processes with the average reward criterion ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Nonexistence of Measurable Optimal Selections ⋮ Measurable selection theorems for optimization problems ⋮ Characterizations of overtaking optimality for controlled diffusion processes ⋮ MDPs with setwise continuous transition probabilities ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints ⋮ Delegation principle for multi-agency games under ex post equilibrium ⋮ Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria ⋮ Nowak's Theorem on Probability Measures Induced by Strategies Revisited ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ Unnamed Item ⋮ Relaxed Multibang Regularization for the Combinatorial Integral Approximation ⋮ A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences ⋮ On discounted dynamic programming with constraints ⋮ Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure ⋮ Minimax selection theorems