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The optimal reward operator in special classes of dynamic programming problems

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Publication:1222390
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DOI10.1214/aop/1176996559zbMath0318.49022OpenAlexW2026082426MaRDI QIDQ1222390

David Freedman

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996559



Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Special processes (60K99) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)


Related Items (3)

A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies ⋮ Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs ⋮ Measurable selection theorems for optimization problems




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