Convergence of probability measures and Markov decision models with incomplete information

DOI10.1134/S0081543814080069zbMath1327.60019arXiv1407.1029OpenAlexW2023517438MaRDI QIDQ492169

Eugene A. Feinberg, Michael Z. Zgurovsky, Pavlo O. Kasyanov

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1029

zbMATH Keywords

weak convergence of probability measurescontinuity of stochastic kernelscontrol of stochastic systems with incomplete state observations

Mathematics Subject Classification ID

Decision theory (91B06) Markov and semi-Markov decision processes (90C40) Convergence of probability measures (60B10)

Related Items (13)

Several different types of convergence for ND random variables under sublinear expectations ⋮ Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs ⋮ Semi-uniform Feller stochastic kernels ⋮ Equivalent conditions for weak continuity of nonlinear filters ⋮ Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes ⋮ Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities ⋮ Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Uniform Fatou's lemma ⋮ Weak Feller property of non-linear filters ⋮ Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities ⋮ Distribution of Values of Cantor Type Fractal Functions with Specified Restrictions ⋮ On a new class of continuous indices of inequality

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