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

DOI10.1007/BF01099115zbMath1267.49026MaRDI QIDQ353197

Evgueni I. Gordienko

Publication date: 12 July 2013

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (9)

Estimation of robustness for controlled diffusion processes ⋮ Average cost Markov control processes: Stability with respect to the Kantorovich metric ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ Robustness inequality for Markov control processes with unbounded costs ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A note on deterministic approximation of discounted Markov decision processes ⋮ CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

Cites Work

• General Irreducible Markov Chains and Non-Negative Operators
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