A New Look at the Existence of P-Optimal Policies in Dynamic Programming
- 1 November 1981
- journal article
- research article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 6 (4) , 513-517
- https://doi.org/10.1287/moor.6.4.513
Abstract
A new look at a class of existence results in dynamic programming under the expected utility---or pÌ„-optimality---criterion is afforded by embedding the policies in an abstract L∞-space Balder, E. J. 1979. On a useful compactification for optimal control theory. J. Math. Anal. Appl.72 391--398; Balder, E. J. 1981. Relaxed inf-compactness for variational problems by Hilbert cube compactification. J. Math. Anal. Appl.79 1--12; Balder, E. J. 1981. Lower semicontinuity of integral functionals with nonconvex integrands by relaxation-compactification. SIAM J. Control Optim.19 533--542.. The results obtained in this way form a generalization of Schäl, M. 1975. On dynamic programming: Compactness of the space of policies. Stochastic Processes Appl.3 345--364, §5.Keywords
This publication has 3 references indexed in Scilit:
- Lower Semicontinuity of Integral Functionals with Nonconvex Integrands by Relaxation-CompactificationSIAM Journal on Control and Optimization, 1981
- Relaxed inf-compactness for variational problems by Hilbert cube compactificationJournal of Mathematical Analysis and Applications, 1981
- On a useful compactification for optimal control problemsJournal of Mathematical Analysis and Applications, 1979