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

DOI10.1214/AOP/1176994940MaRDI QIDQ755152zbMATH OpenOpenAlexFDO

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)

• 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
• Semicontinuous nonstationary stochastic games
• On the expected total reward with unbounded returns for Markov decision processes
• Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen
• On theory and algorithms for Markov decision problems with the total reward criterion
• Finitely additive dynamic programming
• Analytically measurable selection of epsilon optimal transition kernals

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