Average cost Markov control processes: Stability with respect to the Kantorovich metric

DOI10.1007/s00186-008-0229-6zbMath1176.60062OpenAlexW2002222423MaRDI QIDQ836860

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

Publication date: 9 September 2009

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

Full work available at URL: https://doi.org/10.1007/s00186-008-0229-6

zbMATH Keywords

contractionaverage costKantorovich metricstability inequalitydiscrete-time Markov control process

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Estimation and detection in stochastic control theory (93E10) Markov and semi-Markov decision processes (90C40) Stability of control systems (93D99)

Related Items (5)

Stability Estimation of Transient Markov Decision Processes ⋮ Note on stability estimation in average Markov control processes ⋮ Energy contracts management by stochastic programming techniques ⋮ Unnamed Item ⋮ Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities

Cites Work

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• An estimate of the stability of optimal control of certain stochastic and deterministic systems
• Discounted cost optimality problem: Stability with respect to weak metrics
• Error bounds for nonnegative dynamic models
• Stability estimates in the problem of average optimal switching of a Markov chain
• The average cost optimality equation: a fixed point approach
• Perturbation theory for unbounded Markov reward processes with applications to queueing
• Average cost Markov control processes with weighted norms: existence of canonical policies

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