Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures
type: Item
instance of: scholarly article
title: Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures
zbMATH Open document ID: 0799.90119
DOI: 10.1016/0898-1221(94)90128-7
author: V. Pereyra
publication date: 1994-06-15T00:00:00Z
review text: In discounted Markov decision processes with general state and action spaces with bounded Borel measurable cost functions, the occupation measure associated with a sequence of policies is constructed. Without assumptions of continuity or compactness, the existence of optimal stationary Borel measurable policies is demonstrated.
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 590173
zbMATH Keywords: general state and action spaces
zbMATH Keywords: bounded Borel measurable cost functions
zbMATH Keywords: optimal stationary Borel measurable policies
reviewed by: Howard J. Weiner
MaRDI profile type: Publication
full work available at URL: 0898-1221(94)90128-7
OpenAlex ID: W1964720514
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 590173