Article ID: | iaor1993711 |
Country: | United States |
Volume: | 17 |
Issue: | 3 |
Start Page Number: | 572 |
End Page Number: | 580 |
Publication Date: | Aug 1992 |
Journal: | Mathematics of Operations Research |
Authors: | Balder Erik J. |
Keywords: | programming: markov decision |
A new kind of existence result for stochastic dynamic programming, without explicit compactness conditions, is obtained by working with a new coercivity condition for the reward functions.