Stability Estimation of Transient Markov Decision Processes

DOI10.1007/978-3-319-13984-5_8zbMath1501.90108OpenAlexW2381993915MaRDI QIDQ5038267

Jaime Martinez, Juan Ruiz de Chávez, Evgueni I. Gordienko

Publication date: 30 September 2022

Published in: XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13984-5_8

zbMATH Keywords

total variationstability indexstability inequalitiesdiscrete-time Markov control processexpected total rewardProkhorov metrics

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)

Cites Work

• Markov chains and stochastic stability
• Average cost Markov control processes: Stability with respect to the Kantorovich metric
• Discounted cost optimality problem: Stability with respect to weak metrics
• Stochastically recursive sequences and their generalizations
• Markov control process with the expected total cost criterion: Optimality, stability, and transient models
• CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING
• An Analysis of Stochastic Shortest Path Problems
• Real Analysis and Probability
• Algorithms for Countable State Markov Decision Models with an Absorbing Set
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• An analysis of transient Markov decision processes
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