The Preservation of Continuity and Lipschitz Continuity by Optimal Reward Operators

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

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Bibliographic Details
Published in:Mathematics of operations research 2004-08, Vol.29 (3), p.672-685
Main Authors: Laraki, Rida, Sudderth, William D
Format: Article
Language:English
Subjects:
Casinos
Continuity
Gambling
gambling theory
Games of chance (Mathematics)
Influence
Lipschitz continuity
Markov analysis
Markov decision processes
Markov processes
Mathematical continuity
Mathematical functions
Mathematical optimization
Mathematical theorems
Mathematics
Methods
Operations research
optimal reward operator
Rewards
Studies
Study and teaching
Sufficient conditions
Theory
Topological spaces
Utility functions
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Description
Summary:We give necessary and sufficient conditions for certain optimal reward operators to preserve continuity and Lipschitz continuity.
ISSN:0364-765X
1526-5471
DOI:10.1287/moor.1030.0085