The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators

DOI10.1287/MOOR.1030.0085MaRDI QIDQ5704193zbMATH OpenOpenAlexFDO

Authors William D. Sudderth, Rida Laraki

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1030.0085

zbMATH Keywords

gambling theoryMarkov decision processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited in

(4)

• Generalized envelope theorems: applications to dynamic programming
• Acyclic Gambling Games
• A continuity question of Dubins and Savage
• scientific article; zbMATH DE number 786222 (Why is no real title available?)

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