Geodesic
Note on stability estimation in average Markov control processes
Kybernetika, Tome 51 (2015) no. 4, pp. 629-638
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We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the “original and the perturbated” control processes.
We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the “original and the perturbated” control processes.
DOI : 10.14736/kyb-2015-4-0629
Classification : 90C40, 93E20
Keywords: discrete-time Markov control processes; average criterion; stability index; Prokhorov metric 
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Martínez Sánchez, Jaime; Zaitseva, Elena. Note on stability estimation in average Markov control processes. Kybernetika, Tome 51 (2015) no. 4, pp. 629-638. doi: 10.14736/kyb-2015-4-0629

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