Admissible Policy

Average Infinite Horizon Optimization

Bellman's Optimality Principle

Blackwell's Irrelevant Information Theorem

Controllability & Observability w.r.t. Riccati

Controlled Markov Chain

Discounted Cost

Discounted Infinite Horizon Optimization

Finite Horizon Optimization

Linear Quadratic Problem

Markov Decision Process

Markov Policy

Markov Policy induces Markov Chain

Markov Policy is Good Enough

Measurable Selection Conditions

Near Optimal

Optimal

Policy

Policy Relationships

Riccati Equation

Stationary Policy

Value Iteration Algorithm

ε-Optimal