Geodesic
Estimates for perturbations of general discounted Markov control chains
Raúl Montes-de-Oca1 ; Alexander Sakhanenko2 ; Francisco Salem-Silva3
1 Departamento de Matemáticas Universidad Autónoma Metropolitana–Iztapalapa Av. San Rafael Atlixco 186, Col. Vicentina México, D.F. 09340, Mexico
2 Facultad de Ciencias Físico Matemáticas Benemérita Universidad Autónoma de Puebla Av. San Claudio y Río Verde Col. San Manuel, Ciudad Universitaria Puebla, Pue. 72570, Mexico
3 Facultad de Ciencias Físico Matemáticas Benemérita Universidad Autónoma de Puebla Av. San Claudio y Río Verde, Col. San Manuel, Ciudad Universitaria Puebla Pue. 72570, Mexico
Applicationes Mathematicae, Tome 30 (2003) no. 3, pp. 287-304.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We extend previous results of the same authors ([11]) on the effects of perturbation in the transition probability of a Markov cost chain for discounted Markov control processes. Supposing valid, for each stationary policy, conditions of Lyapunov and Harris type, we get upper bounds for the index of perturbations, defined as the difference of the total expected discounted costs for the original Markov control process and the perturbed one. We present examples that satisfy our conditions.
DOI : 10.4064/am30-3-4
Keywords: extend previous results authors effects perturbation transition probability markov cost chain discounted markov control processes supposing valid each stationary policy conditions lyapunov harris type get upper bounds index perturbations defined difference total expected discounted costs original markov control process perturbed present examples satisfy conditions

Raúl Montes-de-Oca 1 ; Alexander Sakhanenko 2 ; Francisco Salem-Silva 3

1 Departamento de Matemáticas Universidad Autónoma Metropolitana–Iztapalapa Av. San Rafael Atlixco 186, Col. Vicentina México, D.F. 09340, Mexico
2 Facultad de Ciencias Físico Matemáticas Benemérita Universidad Autónoma de Puebla Av. San Claudio y Río Verde Col. San Manuel, Ciudad Universitaria Puebla, Pue. 72570, Mexico
3 Facultad de Ciencias Físico Matemáticas Benemérita Universidad Autónoma de Puebla Av. San Claudio y Río Verde, Col. San Manuel, Ciudad Universitaria Puebla Pue. 72570, Mexico 
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Raúl Montes-de-Oca; Alexander Sakhanenko; Francisco Salem-Silva. Estimates for perturbations
 of general discounted Markov
 control chains. Applicationes Mathematicae, Tome 30 (2003) no. 3, pp. 287-304. doi : 10.4064/am30-3-4. http://geodesic.mathdoc.fr/articles/10.4064/am30-3-4/

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