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A New Look at the Existence of P-Optimal Policies in Dynamic Programming - MaRDI portal

A New Look at the Existence of P-Optimal Policies in Dynamic Programming

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DOI10.1287/moor.6.4.513zbMath0501.90087OpenAlexW2019838347MaRDI QIDQ3967382

Erik J. Balder

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1287/moor.6.4.513

zbMATH Keywords

infinite horizon problem existence results p-optimality expected utility criterion L-infinity space relaxed control theory

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (1)

On compactness of the space of policies in stochastic dynamic programming

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