Lipschitz Continuity of Value Functions in Markovian Decision Processes
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DOI: 10.1007/s00186-005-0438-1
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Cited by:
- Flavio Toxvaerd & Chryssi Giannitsarou, 2004.
"Recursive global games,"
Money Macro and Finance (MMF) Research Group Conference 2003
104, Money Macro and Finance Research Group.
- Toxvaerd, Flavio & Giannitsarou, Chryssi, 2007. "Recursive Global Games," CEPR Discussion Papers 6470, C.E.P.R. Discussion Papers.
- Olivier Morand & Kevin Reffett & Suchismita Tarafdar, 2018. "Generalized Envelope Theorems: Applications to Dynamic Programming," Journal of Optimization Theory and Applications, Springer, vol. 176(3), pages 650-687, March.
- Patrick Kern & Axel Simroth & Henryk Zähle, 2020. "First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(1), pages 165-197, August.
- Jayakumar Subramanian & Amit Sinha & Aditya Mahajan, 2023. "Robustness and Sample Complexity of Model-Based MARL for General-Sum Markov Games," Dynamic Games and Applications, Springer, vol. 13(1), pages 56-88, March.
- Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2013. "A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1019-1039.
- Yi Xiong & Ningyuan Chen & Xuefeng Gao & Xiang Zhou, 2022. "Sublinear regret for learning POMDPs," Production and Operations Management, Production and Operations Management Society, vol. 31(9), pages 3491-3504, September.
- Naci Saldi & Serdar Yüksel & Tamás Linder, 2017. "On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 945-978, November.
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Keywords
Markovian decision processes; Lipschitz continuity; approximate solution of MDP’s by discretization; 90C40; 47J10;All these keywords.
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