TY - JOUR
T1 - Continuity of the value of competitive Markov decision processes
AU - Solan, Eilon
PY - 2003/10
Y1 - 2003/10
N2 - We provide a bound for the variation of the function that assigns to every competitive Markov decision process and every discount factor its discounted value. This bound implies that the undiscounted value of a competitive Markov decision process is continuous in the relative interior of the space of transition rules.
AB - We provide a bound for the variation of the function that assigns to every competitive Markov decision process and every discount factor its discounted value. This bound implies that the undiscounted value of a competitive Markov decision process is continuous in the relative interior of the space of transition rules.
KW - Competitive Markov decision process
KW - Sensitivity analysis
KW - Stochastic games
KW - Value
UR - http://www.scopus.com/inward/record.url?scp=3543025168&partnerID=8YFLogxK
U2 - 10.1023/B:JOTP.0000011995.28536.ef
DO - 10.1023/B:JOTP.0000011995.28536.ef
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AN - SCOPUS:3543025168
SN - 0894-9840
VL - 16
SP - 831
EP - 845
JO - Journal of Theoretical Probability
JF - Journal of Theoretical Probability
IS - 4
ER -