Discounted cost optimality problem: Stability with respect to weak metrics
type: Item
instance of: scholarly article
title: Discounted cost optimality problem: Stability with respect to weak metrics
zbMATH Open document ID: 1166.60041
author: E. Lemus-Rodríguez
author: Evgueni Gordienko
author: Raúl Montes-de-Oca
published in: Mathematical Methods of Operations Research
publication date: 2009-03-25T00:00:00Z
review text: In the paper, inequalities to estimate the stability (robustness) of a discounted cost optimization problem for discrete-time Markov control processes are derived on a Borel state space. The one stage cost is allowed to be unbounded. Unlike the known results in this area we consider a perturbation of transition probabilities measured by the Kantorovich metric, closely related to the weak convergence. The results obtained make possible to estimate the vanishing rate of the stability index when approximation is made through empirical measures.
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60B05
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5532796
zbMATH Keywords: discrete-time Markov control process
zbMATH Keywords: total discounted cost
zbMATH Keywords: stability inequalities
zbMATH Keywords: Kantorovich metric
zbMATH Keywords: empirical measure
reviewed by: Pavel Gapeev
MaRDI profile type: Publication
full work available at URL: s00186-007-0171-z
OpenAlex ID: W2157063472
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DOI: 10.1007/S00186-007-0171-Z
description: scientific article; zbMATH DE number 5532796