Abstract
In this chapter the state and action spaces are assumed to be separable metric spaces. We apply the measurable selection theorem of Kuratowski/Ryll-Nardzewski in order to prove the existence of maximizers. We present different sets of assumptions under which optimal policies for MDPs exist.
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Hinderer, K., Rieder, U., Stieglitz, M. (2016). Existence of Optimal Policies. In: Dynamic Optimization. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-48814-1_17
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DOI: https://doi.org/10.1007/978-3-319-48814-1_17
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