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

DOI10.1080/02331938708843237MaRDI QIDQ3759593zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3357080 (Why is no real title available?)
• Bounds for the regret loss in dynamic programming under adaptive control

Cited in

(3)

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

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