Discounted cost optimality problem: Stability with respect to weak metrics

DOI10.1007/s00186-007-0171-zzbMath1166.60041OpenAlexW2157063472MaRDI QIDQ1006553

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

Publication date: 25 March 2009

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

Full work available at URL: https://doi.org/10.1007/s00186-007-0171-z

zbMATH Keywords

empirical measureKantorovich metrictotal discounted coststability inequalitiesdiscrete-time Markov control process

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (6)

Stability Estimation of Transient Markov Decision Processes ⋮ Average cost Markov control processes: Stability with respect to the Kantorovich metric ⋮ Unnamed Item ⋮ A note on deterministic approximation of discounted Markov decision processes ⋮ Stability estimation of some Markov controlled processes ⋮ Partially observable Markov decision processes with partially observable random discount factors

Cites Work

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• Note—A Note on Dynamic Programming with Unbounded Rewards
• Estimates for perturbations of general discounted Markov control chains
• Average cost Markov control processes with weighted norms: value iteration
• Uniformity in weak convergence
• The Speed of Mean Glivenko-Cantelli Convergence

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