Stability estimates in the problem of average optimal switching of a Markov chain

DOI10.1007/s001860200258zbMath1116.90401OpenAlexW1548061629MaRDI QIDQ1423689

Evgueni I. Gordienko, Alexander A. Yushkevich

Publication date: 7 March 2004

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

Full work available at URL: https://doi.org/10.1007/s001860200258

zbMATH Keywords

stability indexmultiple stoppingaverage rewardtotal variation metricPositive Harris recurrent chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)

Related Items (8)

Average cost Markov control processes: Stability with respect to the Kantorovich metric ⋮ Note on stability estimation in average Markov control processes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Discounted cost optimality problem: Stability with respect to weak metrics ⋮ Unnamed Item ⋮ CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

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