Compactness of the space of non-randomized policies in countable-state sequential decision processes

DOI10.1007/S00186-009-0298-1zbMATH Open1189.93145OpenAlexW2040589014MaRDI QIDQ966432FDOQ966432

Authors: Richard C. Chen, Eugene A. Feinberg 

Publication date: 23 April 2010

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-009-0298-1

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zbMATH Keywords

compactnessMarkov decision processesnon-randomized policies

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Optimal stochastic control (93E20)

Cites Work

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• Dynamic Programming Equations for Discounted Constrained Stochastic Control
• Non-randomized policies for constrained Markov decision processes
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• On dynamic programming and statistical decision theory

Cited In (3)

• The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
• Average cost Markov decision processes with weakly continuous transition probabilities
• On compactness of the space of policies in stochastic dynamic programming

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