Stationary policies and Markov policies in Borel dynamic programming

DOI10.1007/BF01845641zbMath0585.90088MaRDI QIDQ1071658

William D. Sudderth, Manfred Schäl

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

gamblingstationary policyMarkov policypersistently optimal

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Related Items (6)

The transformation method for continuous-time Markov decision processes ⋮ Markov-achievable payoffs for finite-horizon decision models. ⋮ On Generalized Bellman Equations and Temporal-Difference Learning ⋮ Finite-stage reward functions having the Markov adequacy property ⋮ MDPs with setwise continuous transition probabilities ⋮ On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes

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