On compactness of the space of policies in stochastic dynamic programming

DOI10.1016/0304-4149(89)90058-6zbMath0675.90088OpenAlexW2045590801MaRDI QIDQ1122507

Erik J. Balder

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90058-6

zbMATH Keywords

stochastic dynamic programmingexpected utility criterioncompact policy spacecompact, history-dependent action setsexistence of a topology

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Compact (locally compact) metric spaces (54E45)

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An equilibrium existence result for games with incomplete information and indeterminate outcomes ⋮ Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes ⋮ Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Effective weak and vague convergence of measures on the real line ⋮ On the expected total reward with unbounded returns for Markov decision processes ⋮ Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process ⋮ Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Compactness of the space of non-randomized policies in countable-state sequential decision processes ⋮ Constrained discounted Markov decision processes with Borel state spaces ⋮ Constrained Markov Decision Processes with Expected Total Reward Criteria ⋮ Multiple objective nonatomic Markov decision processes with total reward criteria ⋮ Nonatomic total rewards Markov decision processes with multiple criteria

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• Intégrandes normales et mesures paramétrées en calcul des variations

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