Stability estimates in the problem of average optimal switching of a Markov chain
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Publication:1423689
DOI10.1007/s001860200258zbMath1116.90401MaRDI QIDQ1423689
Evgueni I. Gordienko, Alexander A. Yushkevich
Publication date: 7 March 2004
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860200258
stability index; multiple stopping; average reward; total variation metric; Positive Harris recurrent chain
60J05: Discrete-time Markov processes on general state spaces
90C40: Markov and semi-Markov decision processes
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