Article ID: | iaor19891083 |
Country: | Netherlands |
Volume: | 32 |
Issue: | 1 |
Start Page Number: | 141 |
End Page Number: | 150 |
Publication Date: | Jun 1989 |
Journal: | Stochastic Processes and Their Applications |
Authors: | Balder Erik J. |
For stochastic dynamic programming models with compact, history-dependent action sets, sufficient conditions are given for the existence of a topology such that (i) the space of policies is compact, and (ii) the expected reward functionals are upper semicontinuous. The sufficient conditions (C) used here are weaker than both conditions (W) and (S) of Schäl, and unify these.