Note on stability estimation in average Markov control processes

Title:

Note on stability estimation in average Markov control processes

Creator:

Martínez Sánchez, Jaime and Zaitseva, Elena

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:f5f8b568-3363-4ba5-aca9-69720d2eb1da
uuid:f5f8b568-3363-4ba5-aca9-69720d2eb1da

Subject:

discrete-time Markov control processes, average criterion, stability index, and Prokhorov metric

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the "original and the perturbated" control processes.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[629]-638

Source:

Kybernetika | 2015 Volume:51 | Number:4

Harvested from:

CDK

Metadata only:

false