The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators

DOI10.1287/moor.1030.0085zbMath1082.60035OpenAlexW2103135042MaRDI QIDQ5704193

William D. Sudderth, Rida Laraki

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1030.0085

zbMATH Keywords

Markov decision processesgambling theory

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Generalized envelope theorems: applications to dynamic programming ⋮ A continuity question of Dubins and Savage ⋮ Acyclic Gambling Games

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