Measurable selection theorems for optimization problems
From MaRDI portal
Publication:1249240
DOI10.1007/BF01168566zbMath0385.28005OpenAlexW1973515330MaRDI QIDQ1249240
Publication date: 1978
Published in: Manuscripta Mathematica (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/154537
Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)
Related Items
Semicontinuous nonstationary stochastic games ⋮ Regularity properties in a state-constrained expected utility maximization problem ⋮ Unnamed Item ⋮ On ergodic decompositions related to the Kantorovich problem ⋮ Bayesian estimation of the mean holding time in average semi-Markov control processes ⋮ Unnamed Item ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ Value iteration in average cost Markov control processes on Borel spaces ⋮ Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ Robustness inequality for Markov control processes with unbounded costs ⋮ ``Super-overtaking optimal policies for Markov control processes ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis ⋮ Empirical estimation in average Markov control processes ⋮ Short Communication: Existence of Markov Equilibrium Control in Discrete Time ⋮ Semi-Markov control processes with unknown holding times distribution under an average cost criterion ⋮ A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces ⋮ Discrete-time hybrid control in Borel spaces ⋮ Controlled Markov decision processes with AVaR criteria for unbounded costs ⋮ Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ Semi-Markov control models with partially known holding times distribution: discounted and average criteria ⋮ Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases ⋮ Unnamed Item ⋮ Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon ⋮ Nonexistence of Measurable Optimal Selections ⋮ Robust optimal control using conditional risk mappings in infinite horizon ⋮ Average optimality for continuous-time Markov decision processes in Polish spaces ⋮ On the Existence of Nash Equilibrium in Bayesian Games ⋮ Adaptive control of diffusion processes with a discounted reward criterion ⋮ Unnamed Item ⋮ Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion ⋮ MDPs with setwise continuous transition probabilities ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs ⋮ Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes ⋮ Unnamed Item ⋮ Multivalued mappings ⋮ Unnamed Item ⋮ Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures ⋮ Learning Finite-Dimensional Coding Schemes with Nonlinear Reconstruction Maps ⋮ Partially observable Markov decision processes with partially observable random discount factors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The optimal reward operator in dynamic programming
- The optimal reward operator in special classes of dynamic programming problems
- A selection theorem for optimization problems
- On the extension of von Neumann-Aumann's theorem
- Measurable selections of extrema
- Measurable relations
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Optimal Plans for Dynamic Programming Problems
- Measurable Selection and Dynamic Programming
- Survey of Measurable Selection Theorems