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

DOI10.1007/s00186-009-0298-1zbMath1189.93145OpenAlexW2040589014MaRDI QIDQ966432

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

Markov decision processescompactnessnon-randomized policies

Mathematics Subject Classification ID

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

Related Items (1)

Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

Cites Work

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• On dynamic programming and statistical decision theory
• On compactness of the space of policies in stochastic dynamic programming
• On dynamic programming: Compactness of the space of policies
• Non-randomized policies for constrained Markov decision processes
• Constrained Discounted Markov Decision Processes and Hamiltonian Cycles
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Constrained Discounted Dynamic Programming
• Dynamic Programming Equations for Discounted Constrained Stochastic Control
• Negative Dynamic Programming

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