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

DOI10.1007/S00186-009-0298-1MaRDI QIDQ966432zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

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

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