Concepedia

Lipschitz Continuity of Value Functions in Markovian Decision Processes

Karl Hinderer

Mathematical Methods of Operations Research · 2005 · 59 citations · 7 references

DOI

Concepts

References

7

Real Analysis and Probability.

R. Ahmad, R. M. Dudley · Journal of the Royal Statistical Society Series D (The Statistician) · 1991 · 705 citations

, , +11

Integral Probability Metrics and Their Generating Classes of Functions

Alfred Müller · Advances in Applied Probability · 1997 · 550 citations

, , +12

Controlled Markov processes

Gian‐Carlo Rota · Advances in Mathematics · 1983 · 282 citations

Convergence of discretization procedures in dynamic programming

Dimitri P. Bertsekas · IEEE Transactions on Automatic Control · 1975 · 183 citations

, , +16

On the Optimality of Structured Policies in Countable Stage Decision Processes

Evan L. Porteus · Management Science · 1975 · 68 citations

, , +17