The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
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Publication:4346231
DOI10.1287/moor.22.2.458zbMath0903.49017OpenAlexW2152833362MaRDI QIDQ4346231
Publication date: 9 December 1998
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.22.2.458
compactness theoremCarathéodory functionsoptimal policies in stochastic dynamic programmingset of measures on a subset of a product space
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Optimal policies for constrained average-cost Markov decision processes ⋮ A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes ⋮ Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Nowak's Theorem on Probability Measures Induced by Strategies Revisited
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