Abstract
The work of Blackwell (65) and Strauch (66) made it clear that a nice theory for DM’s requires some topological assumptions on the nature of the σ-algebra in S and A. In practical problems these assumptions should always be fulfilled. However, some results in Blackwell (65) do in fact not require any topological assumption and may be generalized to our general model. This fact was shown in Hinderer (67) and will be reproduced here.
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© 1970 Springer-Verlag Berlin · Heidelberg
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Hinderer, K. (1970). Validity of the optimality equation without topological assumptions on state space and action space. In: Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter. Lecture Notes in Operations Research and Mathematical Systems, vol 33. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46229-0_19
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DOI: https://doi.org/10.1007/978-3-642-46229-0_19
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-04956-2
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