Stability estimation of some Markov controlled processes

DOI10.1515/MATH-2022-0514MaRDI QIDQ2111840zbMATH OpenOpenAlexFDO

Authors Evgueni Gordienko, Juan Ruiz de Chávez

Publication date 17 January 2023

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/math-2022-0514

zbMATH Keywords

total variationoptimal control policyability inequalityDudley metrics

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) Optimality conditions for problems involving randomness (49K45)

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• scientific article; zbMATH DE number 49698 (Why is no real title available?)
• scientific article; zbMATH DE number 179178 (Why is no real title available?)
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• Stability estimates for controlled Markov chains with a minorant
• The Speed of Mean Glivenko-Cantelli Convergence

Cited in

(2)

• On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
• Stability Index of Stochastic Processes: The Statistical Process Control Approach

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