Existence without explicit compactness in stochastic dynamic programming

Existence without explicit compactness in stochastic dynamic programming

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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:
Keywords: programming: markov decision
Abstract:

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.

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