Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures
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.
optimal stationary Borel measurable policies
scientific article; zbMATH DE number 590173