Robustness inequality for Markov control processes with unbounded costs
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Publication:1128542
DOI10.1016/S0167-6911(97)00077-7zbMath0902.93068MaRDI QIDQ1128542
Evgueni I. Gordienko, Francisco S. Salem
Publication date: 13 August 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
robustness; stability index; optimal policies; discounted cost criterion; Markov control processes; discrete-time processes
93B35: Sensitivity (robustness)
93C55: Discrete-time control/observation systems
93E20: Optimal stochastic control
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