An estimate of the stability of optimal control of certain stochastic and deterministic systems

DOI10.1007/BF01099115MaRDI QIDQ353197zbMATH OpenFDO

Authors Evgueni Gordienko

Publication date 12 July 2013

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3991299 (Why is no real title available?)
• scientific article; zbMATH DE number 3706281 (Why is no real title available?)
• scientific article; zbMATH DE number 193337 (Why is no real title available?)
• scientific article; zbMATH DE number 3289807 (Why is no real title available?)
• General Irreducible Markov Chains and Non-Negative Operators

Cited in

(10)

• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• Characterizations of optimal policies in a general stopping problem and stability estimating
• Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
• Robustness inequality for Markov control processes with unbounded costs
• scientific article; zbMATH DE number 5577556 (Why is no real title available?)
• Markov decision processes approximation with coupled dynamics via Markov deterministic control systems
• A note on deterministic approximation of discounted Markov decision processes
• Stability estimating in optimal stopping problem
• Estimation of robustness for controlled diffusion processes
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

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