Universally Measurable Policies in Dynamic Programming
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Publication:4199855
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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