Stationary policies and Markov policies in Borel dynamic programming (Q1071658)

The question of the existence of good Markov (good stationary) policies is studied for a general class of Borel (stationary) dynamic programming models. It is shown, for example, that Markov (stationary) policies are uniformly adequate if every transition law is absolutely continuous with respect to a fixed measure (and the reward function is positive or the model satisfies certain compactness and continuity conditions).