MDPs with setwise continuous transition probabilities

DOI10.1016/j.orl.2021.07.011OpenAlexW3190303348MaRDI QIDQ2060367

Pavlo O. Kasyanov, Eugene A. Feinberg

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.01325

zbMATH Keywords

Markov decision processtotal discounted costaverage cost per unit timeoptimal selection theorem

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (2)

Unbounded dynamic programming via the Q-transform ⋮ Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Examples concerning Abel and Cesàro limits
• Berge's theorem for noncompact image sets
• Stationary policies and Markov policies in Borel dynamic programming
• Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
• Measurable selection theorems for optimization problems
• Measurable selections of extrema
• Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
• Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
• Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models
• On Stationary Strategies in Borel Dynamic Programming
• 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
• Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria
• Average Optimality in Dynamic Programming with General State Space
• Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes
• Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
• On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes
• Negative Dynamic Programming

This page was built for publication: MDPs with setwise continuous transition probabilities