Lipschitz continuity of value functions in Markovian decision processes
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Cited in
(23)- Continuity of the value of competitive Markov decision processes
- Generalized envelope theorems: applications to dynamic programming
- A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
- A stability result for linear Markovian stochastic optimization problems
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
- Stochastic approximations of constrained discounted Markov decision processes
- Lipschitz continuous dynamic programming with discount II
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
- Lipschitz continuous dynamic programming with discount
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
- Computable approximations for average Markov decision processes in continuous time
- scientific article; zbMATH DE number 786222 (Why is no real title available?)
- Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
- scientific article; zbMATH DE number 7625165 (Why is no real title available?)
- Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem
- Robustness and sample complexity of model-based MARL for general-sum Markov games
- Markov decision processes approximation with coupled dynamics via Markov deterministic control systems
- Approximation of Markov decision processes with general state space
- On the sensitivity of restless bandits solutions to uncertainty in the models of the arms
- Error analysis for approximate CVaR-optimal control with a maximum cost
- Finite approximations for mean-field type multi-agent control and their near optimality
- Fixed-time active fault-tolerant control for cable-driven robots under tension constraints
- Policy gradient in Lipschitz Markov decision processes
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