The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators
We give necessary and sufficient conditions for certain optimal reward operators to preserve continuity and Lipschitz continuity.
| Veröffentlicht in: | Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 29(2004), 3, Seite 672-685 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2004
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| Zugriff auf das übergeordnete Werk: | Mathematics of Operations Research |
| Schlagworte: | gambling theory Markov decision processes optimal reward operator continuity Lipschitz continuity Primary: 60G40 Primary: 90C40 Primary: 93E20 Primary: Probability/Markov processes Mathematics mehr... |
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