The preservation of continuity and Lipschitz continuity by optimal reward operators

The preservation of continuity and Lipschitz continuity by optimal reward operators

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Article ID: iaor20072569
Country: United States
Volume: 29
Issue: 3
Start Page Number: 672
End Page Number: 685
Publication Date: Aug 2004
Journal: Mathematics of Operations Research
Authors: ,
Keywords: markov processes
Abstract:

We give necessary and sufficient conditions for certain optimal reward operators to preserve continuity and Lipschitz continuity.

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