Stationary Policies in Dynamic Programming Models Under Compactness Assumptions
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 3847226
- On compactness of the space of policies in stochastic dynamic programming
- Stationary policies and Markov policies in Borel dynamic programming
- Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards. An alternative approach
- scientific article; zbMATH DE number 3860907
- Nearly optimal stationary policies in negative dynamic programming
- Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets
- Pointwise and Uniformly Good Stationary Strategies for Dynamic Programming Models
Cited in
(19)- scientific article; zbMATH DE number 4135719 (Why is no real title available?)
- Comparing recent assumptions for the existence of average optimal stationary policies
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
- Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
- A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
- The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
- On convergence of value iteration for a class of total cost Markov decision processes
- A note on the existence of optimal policies in total reward dynamic programs with compact action sets.
- Semi-infinite Markov decision processes
- On compactness of the space of policies in stochastic dynamic programming
- scientific article; zbMATH DE number 3845370 (Why is no real title available?)
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
- Finite state dynamic programming with the total reward criterion
- The existence of good Markov strategies for decision processes with general payoffs
- Existence Without Explicit Compactness in Stochastic Dynamic Programming
- Non-randomized strategies in stochastic decision processes
- Optimizing high-dimensional stochastic forestry \textit{via} reinforcement learning
- Stationary policies and Markov policies in Borel dynamic programming
- Markov decision processes with risk-sensitive criteria: an overview
This page was built for publication: Stationary Policies in Dynamic Programming Models Under Compactness Assumptions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3316991)
