Smooth Value and Policy Functions for Discounted Dynamic Programming

Abstract

We consider a discounted dynamic program in which the spaces of states and actions are smooth (in a sense that is suitable for the problem at hand) manifolds. We give conditions that insure that the optimal policy and the value function are smooth functions of the state when the discount factor is small. In addition, these functions vary in a Lipschitz… (More)

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Cite this paper

@inproceedings{McLennan2015SmoothVA, title={Smooth Value and Policy Functions for Discounted Dynamic Programming}, author={Andrew C McLennan}, year={2015} }