Compactness of the space of non-randomized policies in countable-state sequential decision processes
نویسندگان
چکیده
منابع مشابه
Compactness of the space of non-randomized policies in countable-state sequential decision processes
For sequential decision processes with countable state spaces, we prove compactness of the set of strategic measures corresponding to nonrandomized policies. For the Borel state case, this set may not be compact [14, p. 170] in spite of compactness of the set of strategic measures corresponding to all policies [17,2]. We use the compactness result from this paper to show the existence of optima...
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ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2010
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-009-0298-1