An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
Raúl Montes-de-Oca; Enrique Lemus-Rodríguez
Kybernetika (2012)
- Volume: 48, Issue: 2, page 268-286
- ISSN: 0023-5954
Access Full Article
topAbstract
topHow to cite
topReferences
top- C. D. Aliprantis, K. C. Border, Infinite Dimensional Analysis., Third Edition. Springer-Verlag, Berlin 2006. Zbl1156.46001MR2378491
- R. B. Ash, Real Variables with Basic Metric Space Topology., IEEE Press, New York 1993. Zbl0920.26002MR1193687
- J. P. Aubin, I. Ekeland, Applied Nonlinear Analysis., John Wiley, New York 1984. Zbl1115.47049MR0749753
- L. M. Ausubel, R. J. Deneckere, 10.1007/BF01213694, Econom. Theory 3 (1993), 99-107. Zbl1002.49500MR1211955DOI10.1007/BF01213694
- C. Berge, Topological Spaces., Oliver and Boyd, Edinburgh and London 1963 (reprinted by Dover Publications, Inc., Mineola, New York 1997). Zbl0114.38602MR1464690
- D. Cruz-Suárez, R. Montes-de-Oca, F. Salem-Silva, 10.1007/s001860400372, Math. Methods Oper. Res. 60 (2004), 415-436. Zbl1104.90053MR2106092DOI10.1007/s001860400372
- J. Dugundji, Topology., Allyn and Bacon, Inc., Boston 1966. Zbl0397.54003MR0193606
- P. K. Dutta, M. K.Majumdar, R. K. Sundaram, 10.1016/0165-1889(94)90048-5, J. Econom. Dynam. Control 18 (1994), 1069-1092. Zbl0875.90096MR1298092DOI10.1016/0165-1889(94)90048-5
- P. K. Dutta, T. Mitra, 10.1016/0304-4068(89)90006-2, J. Math. Econom. 18 (1989), 77-86. MR0985949DOI10.1016/0304-4068(89)90006-2
- O. Hernández-Lerma, J. B. Lasserre, Discrete-Time Markov Control Processes: Basic Optimality Criteria., Springer-Verlag, New York 1996. Zbl0840.93001MR1363487
- O. Hernández-Lerma, W. J. Runggaldier, Monotone approximations for convex stochastic control problems., J. Math. Systems Estim. Control 4 (1994), 99-140. Zbl0812.93078MR1298550
- K. Hinderer, Lipschitz continuity of value functions in Markovian decision Processes., Math. Methods Oper. Res. 60 (2005), 3-22. Zbl1093.90075MR2226965
- K. Hinderer, M. Stieglitz, 10.1007/BF01194330, Math. Methods Oper. Res. 44 (1996), 189-204. Zbl0860.90126MR1409065DOI10.1007/BF01194330
- A. Horsley, A. J. Wrobel, T. Van Zandt, 10.1016/S0165-1765(98)00177-3, Econom. Lett. 61 (1998), 285-291. Zbl0913.90079MR1676329DOI10.1016/S0165-1765(98)00177-3
- J. S. Jordan, 10.2307/1912305, Econometrica 45 (1977), 1365-1376. Zbl0363.90035MR0456573DOI10.2307/1912305
- T. Kamihigashi, 10.1016/j.jmateco.2006.05.007, J. Math. Econom. 43 (2007), 477-500. Zbl1154.91032MR2317118DOI10.1016/j.jmateco.2006.05.007
- T. Kamihigashi, S. Roy, 10.1016/j.jet.2005.06.007, J. Econom. Theory 132 (2007), 435-460. Zbl1142.91667MR2285614DOI10.1016/j.jet.2005.06.007
- R. B. King, Beyond Quartic Equation., Birkhauser, Boston 1996. MR1401346
- M. Kitayev, Semi-Markov and jump Markov control models: average cost criterion., Theory Probab. Appl. 30 (1985), 272-288. MR0792619
- D. V. Lindley, The theory of queues with a single server., Proc. Cambridge Philos. Soc. 48 (1952), 277-289. Zbl0046.35501MR0046597
- M. Majumdar, R. Radner, 10.2307/1912118, Econometrica 51 (1983), 1821-1837. MR0720089DOI10.2307/1912118
- S. P. Meyn, 10.1137/0327073, SIAM J. Control Optim. 27 (1989), 1409-1439. MR1022436DOI10.1137/0327073
- E. A. Ok, Real Analysis with Economic Applications., Princeton University Press, Princeton 2007. Zbl1119.26001MR2275400
- A. L. Peressini, F. E. Sullivan, J. J. Uhl, The Mathematics of Nonlinear Programming., Springer-Verlag, New York 1988. Zbl0663.90054MR0932726
- M. L. Puterman, Markov Decision Processes: Discrete Stochastic Dynamic Programming., John Wiley, New York 1994. Zbl1184.90170MR1270015
- U. Rieder, 10.1007/BF01168566, Manuscripta Math. 24 (1978), 115-131. Zbl0385.28005MR0493590DOI10.1007/BF01168566
- H. L. Royden, Real Analysis., Third Edition. Macmillan, New York 1988. Zbl1191.26002MR1013117
- R. H. Stockbridge, Time-average control of martingale problems: a linear programming formulation., Ann. Probab. 18 (1990), 291-314. Zbl0699.49019MR1043944
- R. Sundaram, A First Course in Optimization Theory., Cambridge University Press, Cambridge 1996. Zbl0885.90106MR1402910
- G. Tian, J. Zhou, 10.1016/0022-247X(92)90302-T, J. Math. Anal. Appl. 166 (1992), 351-364. Zbl0761.90110MR1160931DOI10.1016/0022-247X(92)90302-T
- G. Tian, J. Zhou, 10.1016/0304-4068(94)00687-6, J. Math. Econom. 24 (1995), 281-303. MR1320200DOI10.1016/0304-4068(94)00687-6
- M. Walker, 10.2307/2526431, Internat. Econom. Rev. 20 (1979), 267-272. Zbl0406.90001MR0525439DOI10.2307/2526431
- A. Yushkevich, 10.1137/S0363012995292469, SIAM J. Control Optim. 35 (1997), 2157-2182. Zbl0892.93059MR1478659DOI10.1137/S0363012995292469
Citations in EuDML Documents
top- R. Israel Ortega-Gutiérrez, Raúl Montes-de-Oca, Enrique Lemus-Rodríguez, Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach
- Óscar Vega-Amaya, Joaquín López-Borbón, A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs