The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions (Q4346231)
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scientific article; zbMATH DE number 1042555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions |
scientific article; zbMATH DE number 1042555 |
Statements
The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions (English)
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9 December 1998
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compactness theorem
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set of measures on a subset of a product space
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optimal policies in stochastic dynamic programming
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Carathéodory functions
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