Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case

DOI10.1214/AOP/1176994940zbMATH Open0417.49039OpenAlexW2067350506MaRDI QIDQ755152FDOQ755152

Authors: Robert P. Kertz, David C. Nachman 

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994940

zbMATH Keywords

weak convergenceoptimal plansnonstationary dynamic programming

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Dynamic programming (90C39) General considerations in statistical decision theory (62C05) Methods involving semicontinuity and convergence; relaxation (49J45) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55)

Cited In (8)

• On the expected total reward with unbounded returns for Markov decision processes
• Finitely additive dynamic programming
• Analytically measurable selection of epsilon optimal transition kernals
• On theory and algorithms for Markov decision problems with the total reward criterion
• Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies
• On compactness of the space of policies in stochastic dynamic programming
• Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen
• Semicontinuous nonstationary stochastic games

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