Generalized Lipschitz-continuity of integrals with respect to a parameter of the intergrating probability measure

DOI10.1080/02331938708843237zbMath0622.60005OpenAlexW2050043305MaRDI QIDQ3759593

Michael Kolonko

Publication date: 1987

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938708843237

zbMATH Keywords

decision theorystochastic dynamic programmingLipschitz continuity of an integrals

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Probabilistic measure theory (60A10) General considerations in statistical decision theory (62C05)

Cites Work

• Bounds for the regret loss in dynamic programming under adaptive control
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