Abstract
In order to prove existence of optimal policies, upper semicontinuous functions are important. For the following definition and properties we suppose that M is a metric space. We use the notation \( \bar{\mathbb{R}}=\mathbb{R}\cup{\{-\infty, \infty\}}.\)
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© 2011 Springer-Verlag Berlin Heidelberg
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Bäuerle, N., Rieder, U. (2011). Tools from Analysis. In: Markov Decision Processes with Applications to Finance. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-18324-9_12
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DOI: https://doi.org/10.1007/978-3-642-18324-9_12
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-18323-2
Online ISBN: 978-3-642-18324-9
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