On compactness of the space of policies in stochastic dynamic programming
type: Item
instance of: scholarly article
title: On compactness of the space of policies in stochastic dynamic programming
zbMATH Open document ID: 0675.90088
DOI: 10.1016/0304-4149(89)90058-6
author: Erik J. Balder
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 54E45
zbMATH DE Number: 4106635
zbMATH Keywords: expected utility criterion
zbMATH Keywords: compact policy space
zbMATH Keywords: stochastic dynamic programming
zbMATH Keywords: compact, history-dependent action sets
zbMATH Keywords: existence of a topology
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90058-6
OpenAlex ID: W2045590801
cites work: Q3324260
cites work: A New Look at the Existence of P-Optimal Policies in Dynamic Programming
cites work: Intégrandes normales et mesures paramétrées en calcul des variations
cites work: Stochastic optimal control. The discrete time case
cites work: Q5560061
cites work: Q4086511
cites work: Disintegration of measures and the vector-valued Radon-Nikodym theorem
cites work: Q5599448
cites work: Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
cites work: Q5509983
cites work: Q3832355
cites work: On dynamic programming: Compactness of the space of policies
cites work: Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
cites work: On dynamic programming and statistical decision theory
cites work: Q3931025
Recommended article: The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
Recommended article: Compactness of the space of non-randomized policies in countable-state sequential decision processes
Recommended article: Stationary Policies in Dynamic Programming Models Under Compactness Assumptions
Recommended article: A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces
Recommended article: A note on the existence of optimal policies in total reward dynamic programs with compact action sets.
Recommended article: Existence Without Explicit Compactness in Stochastic Dynamic Programming
Recommended article: Approximate dynamic programming for stochastic linear control problems on compact state spaces
Recommended article: Q4317248
Recommended article: On undiscounted markovian decision processes with compact action spaces
Recommended article: Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
description: scientific article; zbMATH DE number 4106635