Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures

DOI10.1016/0898-1221(94)90128-7zbMath0799.90119OpenAlexW1964720514MaRDI QIDQ1327188

V. Pereyra

Publication date: 15 June 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)90128-7

zbMATH Keywords

bounded Borel measurable cost functionsgeneral state and action spacesoptimal stationary Borel measurable policies

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

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• A convex analytic approach to Markov decision processes
• Stochastic optimal control. The discrete time case
• Average cost Markov decision processes under the hypothesis of Doeblin
• Probability Measures on Compact Sets
• The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
• Discounted Dynamic Programming
• Negative Dynamic Programming
• Letter to the Editor—Age Replacement with Discounting
• Non-Existence of Everywhere Proper Conditional Distributions

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