On Borkar and Young Relaxed Control Topologies and Continuous Dependence of Invariant Measures on Control Policy
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arXiv
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| Format: | Preprint |
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2023
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| _version_ | 1866917557896740864 |
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| author | Yüksel, Serdar |
| author_facet | Yüksel, Serdar |
| contents | In deterministic and stochastic control theory, relaxed or randomized control policies allow for versatile mathematical analysis (on continuity, compactness, convexity and approximations) to be applicable with no artificial restrictions on the classes of control policies considered, leading to very general existence results on optimal measurable policies under various setups and information structures. On relaxed controls, two studied topologies are the Young and Borkar (weak$^*$) topologies on spaces of functions from a state/measurement space to the space of probability measures on control action spaces; the former via a weak convergence topology on probability measures on a product space with a fixed marginal on the input (state) space, and the latter via a weak$^*$ topology on randomized policies viewed as maps from states/measurements to the space of signed measures with bounded variation. We establish implication and equivalence conditions between the Young and Borkar topologies on control policies. We then show that, under some conditions, for a controlled Markov chain with standard Borel spaces the invariant measure is weakly continuous on the space of stationary control policies defined by either of these topologies. An implication is near optimality of quantized stationary policies in state and actions or continuous stationary and deterministic policies for average cost control under two sets of continuity conditions (with either weak continuity in the state-action pair or strong continuity in the action for each state) on transition kernels. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_07685 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On Borkar and Young Relaxed Control Topologies and Continuous Dependence of Invariant Measures on Control Policy Yüksel, Serdar Optimization and Control In deterministic and stochastic control theory, relaxed or randomized control policies allow for versatile mathematical analysis (on continuity, compactness, convexity and approximations) to be applicable with no artificial restrictions on the classes of control policies considered, leading to very general existence results on optimal measurable policies under various setups and information structures. On relaxed controls, two studied topologies are the Young and Borkar (weak$^*$) topologies on spaces of functions from a state/measurement space to the space of probability measures on control action spaces; the former via a weak convergence topology on probability measures on a product space with a fixed marginal on the input (state) space, and the latter via a weak$^*$ topology on randomized policies viewed as maps from states/measurements to the space of signed measures with bounded variation. We establish implication and equivalence conditions between the Young and Borkar topologies on control policies. We then show that, under some conditions, for a controlled Markov chain with standard Borel spaces the invariant measure is weakly continuous on the space of stationary control policies defined by either of these topologies. An implication is near optimality of quantized stationary policies in state and actions or continuous stationary and deterministic policies for average cost control under two sets of continuity conditions (with either weak continuity in the state-action pair or strong continuity in the action for each state) on transition kernels. |
| title | On Borkar and Young Relaxed Control Topologies and Continuous Dependence of Invariant Measures on Control Policy |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2304.07685 |