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Stochastic Control

Definition

Admissible Policy

Definition

Average Infinite Horizon Optimization

Belief MDP

Theorem

Bellman's Optimality Principle

Theorem

Blackwell's Irrelevant Information Theorem

Bounded-Lipschitz

Theorem

Controllability & Observability w.r.t. Riccati

Definition

Controlled Markov Chain

Theorem

Discounted Cost

Definition

Discounted Infinite Horizon Optimization

Extended Kalman Filter

Filter Stability

Definition

Finite Horizon Optimization

Kalman Filter

Theorem

Linear Quadratic Problem

Definition

Markov Decision Process

Definition

Markov Policy

Definition

Markov Policy induces Markov Chain

Theorem

Markov Policy is Good Enough

Definition

Measurable Selection Conditions

Definition

Near Optimal

Definition

Optimal

Theorem

Optimality of Q Learning Algorithm

Partially Observable Markov Decision Process

Definition

Policy

Theorem

Policy Relationships

Definition

Polish space

Definition

Q-Learning

Theorem

Riccati Equation

Definition

Stationary Policy

Total Variation

Theorem

Value Iteration Algorithm

Definition

Wasserstein Convergence

Theorem

Wasserstein distance metrizes Wasserstein space

Definition

Wasserstein metric

Definition

Wasserstein space

Definition

Weak convergence

Definition

Weak convergence in Wasserstein space

Definition

ε-Optimal