The preservation of continuity and Lipschitz continuity by optimal reward operators

Mathematics of Operations Research

Volumn 29, Issue 3, 2004, Pages 672-685

  Laraki, Rida ^a   Sudderth, William D ^b  

^a ECOLE POLYTECHNIQUE   (France)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Continuity; Gambling theory; Lipschitz continuity; Markov decision processes; Optimal reward operator

Indexed keywords

DECISION THEORY; DYNAMIC PROGRAMMING; MARKOV PROCESSES; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; PROBABILITY;

GAMBLING THEORY; LIPSCHITZ CONTINUITY; MARKOV DECISION PROCESSES; OPTIMAL REWARD OPERATOR;

OPERATIONS RESEARCH;

EID: 5544221078     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.1030.0085     Document Type: Article

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