Markovian Decision Processes with Compact Action Spaces
From MaRDI portal
Publication:4404055
DOI10.1214/aoms/1177692393zbMath0277.90083OpenAlexW2027451493MaRDI QIDQ4404055
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692393
Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)
Related Items
A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies, Existence of equilibrium in common agency games with adverse selection, The Bellman's principle of optimality in the discounted dynamic programming, Controlled semi-Markov models - the discounted case, Arbitrary state semi-Markov decision processes, Stochastic growth with irreversible investment, On the existence of optimal processes in non-stationary environments, Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal, Parametric continuity in dynamic programming problems, What do discounted optima converge to!: A theory of discount rate asymptotics in economic models, Parametric continuity in dynamic programming problems, On dynamic programming: Compactness of the space of policies, A selection theorem for optimization problems, On some aspects in stochastic dynamic programming with terminal region
