Multiple Objective Nonatomic Markov Deci
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Eugene A. Feinberg; Aleksey B. Piunovskiy
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Article
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2000
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Elsevier Science
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English
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We consider a Markov decision process with an uncountable state space and multiple rewards. For each policy, its performance is evaluated by a vector of total expected rewards. Under the standard continuity assumptions and the additional assumption that all initial and transition probabilities are n