A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets

DOI10.1287/moor.25.4.657.12112zbMath1073.90566OpenAlexW2156874884MaRDI QIDQ2757658

Raúl Montes-De-oca, Rolando Cavazos-Cadena, Eugene A. Feinberg

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.25.4.657.12112

zbMATH Keywords

Markov decision processes, finite state space, compact action sets, expected total-reward criterion, optimal stationary policies, structural continuity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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