Note on stability estimation in average Markov control processes

DOI10.14736/kyb-2015-4-0629zbMath1363.90271OpenAlexW2276280018MaRDI QIDQ3466272

E. N. Zaitseva, Jaime Martínez Sánchez

Publication date: 1 February 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/144471

zbMATH Keywords

stability indexProkhorov metricdiscrete-time Markov control processesaverage criterion

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• Stability estimates for controlled Markov chains with a minorant
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• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Stability estimates in the problem of average optimal switching of a Markov chain
• The average cost optimality equation: a fixed point approach
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Real Analysis and Probability
• The Speed of Mean Glivenko-Cantelli Convergence

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