Error bounds for nonnegative dynamic models

DOI10.1023/A:1021749829267MaRDI QIDQ1291828zbMATHOpenAlexFDO

Authors Nico M. van Dijk, Karel Sladký

Publication date 10 June 1999

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021749829267

zbMATH Keywords

error boundsMarkov chainsnonnegative matricesinput-output modelsaverage rewardsbias termsnormalized cases

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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• scientific article; zbMATH DE number 19257 (Why is no real title available?)
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• scientific article; zbMATH DE number 3079573 (Why is no real title available?)
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• Generalized inverses and their application to applied probability problems
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• The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities

Cited in

(6)

• Discounted cost optimality problem: Stability with respect to weak metrics
• A note on uniformization for dynamic non-negative systems
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• About stability of risk-seeking optimal stopping
• Stability estimating in optimal stopping problem
• Average cost Markov control processes: Stability with respect to the Kantorovich metric

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