Generalized Lipschitz-continuity of integrals with respect to a parameter of the intergrating probability measure

DOI10.1080/02331938708843237zbMATH Open0622.60005OpenAlexW2050043305MaRDI QIDQ3759593FDOQ3759593

Authors: Michael Kolonko 

Publication date: 1987

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938708843237

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zbMATH Keywords

decision theorystochastic dynamic programmingLipschitz continuity of an integrals

Mathematics Subject Classification ID

Dynamic programming (90C39) Minimax problems in mathematical programming (90C47) General considerations in statistical decision theory (62C05) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Probabilistic measure theory (60A10)

Cites Work

• Title not available (Why is that?)
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• Bounds for the regret loss in dynamic programming under adaptive control

Cited In (2)

• Lipschitz continuity of quantile functions on spaces of random variables
• Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures

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