Universally Measurable Policies in Dynamic Programming

DOI10.1287/MOOR.4.1.15MaRDI QIDQ4199855zbMATH OpenOpenAlexFDO

Authors Dimitri P. Bertsekas, Steven Shreve

Publication date 1979

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.4.1.15

zbMATH Keywords

dynamic programmingconvergence analysisdiscrete timeMarkov decision processesanalytic setsBorel spacesprogramming in abstract spacesuniversally measurable policiesexistence of epsilon-optimal policies

Mathematics Subject Classification ID

Dynamic programming (90C39) Minimax problems in mathematical programming (90C47) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Discrete-time control/observation systems (93C55)

Cited in

(16)

• Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards
• A mixed value and policy iteration method for stochastic control with universally measurable policies
• How to stay in a set or Koenig's lemma for random paths
• Discrete type shock semi-markov decision processes with borel state space
• Mixed Markov decision processes in a semi-Markov environment with discounted criterion
• Continuous time shock markov decision processes with discounted criterion
• On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
• Stackelberg equilibrium in a dynamic stimulation model with complete information
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
• On convergence of value iteration for a class of total cost Markov decision processes
• A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case
• Discounted semi-markov decision process in a semi-markov environment
• Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
• On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
• Quantitative model-checking of controlled discrete-time Markov processes
• On measurable minimax selectors

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