Stationary policies and Markov policies in Borel dynamic programming

Author:

Schäl Manfred,Sudderth William

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference29 articles.

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2. Bertsekas, D.P., Shreve, S.E.: Stochastic optimal control. New York: Academic Press 1978

3. Blackwell, D.: Positive dynamic programming. Proc. Fifth Berkeley Sympos. Math. Stat. Probab.1, 415–418. University of California (1965)

4. Blackwell, D.: The stochastic processes of Borel gambling and dynamic programming. Ann. Stat.4, 370–374 (1976)

5. Blackwell, D., Freedman, D., Orkin, M.: The optimal reward operator in dynamic programming. Ann. Probab.2, 926–941 (1974)

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