On \(\epsilon\)-optimal continuous selectors and their application in discounted dynamic programming

DOI10.1007/BF00939436zbMath0595.90067MaRDI QIDQ1078075

Andrzej Nowak, Anna Kucia

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

parametric optimizationqualitative stability\(\epsilon\)-optimal continuous stationary policyexistence of a continuous selectorstochastic discounted dynamic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Set-valued maps in general topology (54C60) Dynamic programming (90C39)

Related Items (1)

Stochastic target games with controlled loss

Cites Work

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• Continuous selections. I
• Stochastic optimal control. The discrete time case
• Continuous versus measurable recourse in N-stage stochastic programming
• Discounted Dynamic Programming
• Negative Dynamic Programming

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