Note on stability estimation in average Markov control processes.

DOI10.14736/KYB-2015-4-0629MaRDI QIDQ3466272zbMATH OpenOpenAlexFDO

Authors Jaime Martínez Sánchez, Elena Zaitseva

Publication date 1 February 2016

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/144471

zbMATH Keywords

average criteriondiscrete-time Markov control processesProkhorov metricstability index

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cites work

• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Discretization procedures for adaptive Markov control processes
• Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
• scientific article; zbMATH DE number 3122709 (Why is no real title available?)
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Real Analysis and Probability
• Stability estimates for controlled Markov chains with a minorant
• Stability estimates in the problem of average optimal switching of a Markov chain
• The average cost optimality equation: a fixed point approach
• The Speed of Mean Glivenko-Cantelli Convergence

Cited in

(4)

• Stability estimation of some Markov controlled processes
• scientific article; zbMATH DE number 3991299 (Why is no real title available?)
• Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
• Average cost Markov control processes: Stability with respect to the Kantorovich metric

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