A stability result for linear Markovian stochastic optimization problems
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Publication:2118100
DOI10.1007/s10107-020-01573-3zbMath1489.90081OpenAlexW3092319980MaRDI QIDQ2118100
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-020-01573-3
Discrete-time Markov processes on general state spaces (60J05) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)
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