Lipschitz continuity of value functions in Markovian decision processes

DOI10.1007/s00186-005-0438-1zbMath1093.90075OpenAlexW2064778949MaRDI QIDQ814878

Karl Hinderer

Publication date: 8 February 2006

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

Full work available at URL: https://doi.org/10.1007/s00186-005-0438-1

zbMATH Keywords

Lipschitz continuityMarkovian decision processesapproximate solution of MDP's by discretization

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

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