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

DOI10.1007/BF01099115zbMATH Open1267.49026MaRDI QIDQ353197FDOQ353197

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

• General Irreducible Markov Chains and Non-Negative Operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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.
• Title not available (Why is that?)
• Robustness inequality for Markov control processes with unbounded costs
• 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

This page was built for publication: An estimate of the stability of optimal control of certain stochastic and deterministic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q353197)