The optimal reward operator in special classes of dynamic programming problems

DOI10.1214/AOP/1176996559MaRDI QIDQ1222390zbMATH OpenOpenAlexFDO

Authors David Freedman

Publication date 1974

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996559

Mathematics Subject Classification ID

Special processes (60K99) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Hamilton-Jacobi theories (49L99) Mathematical programming (90C99)

Cited in

(3)

• Measurable selection theorems for optimization problems
• A mixed value and policy iteration method for stochastic control with universally measurable policies
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs

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