On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy

DOI10.1137/23M1571940MaRDI QIDQ6594334FDOQ6594334

Authors: Serdar Yüksel 

Publication date: 28 August 2024

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Recommendations

• A topology for Markov controls
• Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria
• scientific article; zbMATH DE number 4108536
• Constrained Markov control processes with randomized discounted cost criteria: occupation measures and extremal points
• Continuous dependence of sets in a space of measures and a program minimax problem

zbMATH Keywords

invariant measuresoptimal stochastic controlYoung measuresrelaxed controls

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Real Analysis and Probability
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic optimal control. The discrete time case
• A topology for Markov controls
• Repeated Games
• Uniform recurrence properties of controlled diffusions and applications to optimal control
• Ergodic control of diffusion processes.
• Existence Theory and the Maximum Principle for Relaxed Infinite-Dimensional Optimal Control Problems
• Title not available (Why is that?)
• Théorie probabiliste du contrôle des diffusions
• On the Solutions of a Stochastic Control System
• An extension of Tietze's theorem
• Distributional Strategies for Games with Incomplete Information
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control
• Convergence of Dynamic Programming Models
• On dynamic programming: Compactness of the space of policies
• Banach spaces of vector-valued functions
• Existence of Optimal Stochastic Control Laws
• Relaxed Controls and Variational Problems
• Title not available (Why is that?)
• Markov chains and invariant probabilities
• Title not available (Why is that?)
• Generalized Equilibrium Results for Games with Incomplete Information
• Title not available (Why is that?)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Advances in filtering and optimal stochastic control. Proceedings of the IFIP-WG 7/1 Working Conference, Cocoyoc, Mexico, February 1-6, 1982
• Young measures and compactness in measure spaces
• Title not available (Why is that?)
• Sur Le Théoréme De Lebesgue-Nikodym (V)
• White-Noise Representations in Stochastic Realization Theory
• The probabilistic structure of controlled diffusion processes
• On ws-convergence of product measures.
• Optimal control of partially observable piecewise deterministic Markov processes
• Finite approximations in discrete-time stochastic control. Quantized models and asymptotic optimality
• Near optimality of quantized policies in stochastic control under weak continuity conditions
• Relaxation methods in control theory
• Consequences of denseness of Dirac Young measures
• Partially Observed Diffusions and Their Control
• Controlled diffusions with constraints
• The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
• Optimization and convergence of observation channels in stochastic control
• Robustness to Incorrect Priors in Partially Observed Stochastic Control
• Geometry of information structures, strategic measures and associated stochastic control topologies
• A universal dynamic program and refined existence results for decentralized stochastic control
• A Topology for Team Policies and Existence of Optimal Team Policies in Stochastic Team Theory
• Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria

Cited In (2)

• Near optimality of Lipschitz and smooth policies in controlled diffusions
• Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria

This page was built for publication: On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6594334)