The compactness of a policy space in dynamic programming via an extension theorem for Caratheodory functions
成果类型：
Article
署名作者：
Yushkevich, AA
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.22.2.458
发表日期：
1997
页码：
458-467
关键词：
摘要：
The background for this paper is a dynamic programming model with a Borel state space and compact action sets. A new simple proof of the compactness of a space of measures corresponding to randomized stationary policies is given, in a topology induced by Caratheodory functions on the state-action space. For this purpose an extension theorem for Caratheodory functions is proved, which is a new version of the Tietze's extension theorem for continuous functions.