Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case

DOI10.1214/aop/1176994940zbMath0417.49039OpenAlexW2067350506MaRDI QIDQ755152

Robert P. Kertz, David C. Nachman

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994940

zbMATH Keywords

weak convergenceoptimal plansnonstationary dynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Methods involving semicontinuity and convergence; relaxation (49J45) Convergence of probability measures (60B10) General considerations in statistical decision theory (62C05)

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Semicontinuous nonstationary stochastic games ⋮ On compactness of the space of policies in stochastic dynamic programming ⋮ On theory and algorithms for Markov decision problems with the total reward criterion ⋮ Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies ⋮ On the expected total reward with unbounded returns for Markov decision processes ⋮ Finitely Additive Dynamic Programming ⋮ Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen ⋮ Analytically measurable selection of epsilon optimal transition kernals

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