Average cost Markov control processes: Stability with respect to the Kantorovich metric

DOI10.1007/s00186-008-0229-6zbMath1176.60062MaRDI QIDQ836860

Enrique Lemus-Rodríguez, Evgueni I. Gordienko, Raúl Montes-De-oca

Publication date: 9 September 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-008-0229-6

zbMATH Keywords

contraction; average cost; Kantorovich metric; stability inequality; discrete-time Markov control process

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

93E10: Estimation and detection in stochastic control theory

90C40: Markov and semi-Markov decision processes

93D99: Stability of control systems

Related Items

Stability Estimation of Transient Markov Decision Processes, Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities, Energy contracts management by stochastic programming techniques, Unnamed Item, Note on stability estimation in average Markov control processes

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