Estimates for perturbations of discounted Markov chains on general spaces

Raúl Montes-de-Oca, Alexander Sakhanenko, and Francisco Salem-Silva. "Estimates for perturbations of discounted Markov chains on general spaces." Applicationes Mathematicae 30.1 (2003): 39-53. <http://eudml.org/doc/279454>.

@article{RaúlMontes2003,
abstract = {We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.},
author = {Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva},
journal = {Applicationes Mathematicae},
keywords = {Harris Markov chains; total discounted expected cost; index of perturbations; Lyapunov condition},
language = {eng},
number = {1},
pages = {39-53},
title = {Estimates for perturbations of discounted Markov chains on general spaces},
url = {http://eudml.org/doc/279454},
volume = {30},
year = {2003},
}

TY - JOUR
AU - Raúl Montes-de-Oca
AU - Alexander Sakhanenko
AU - Francisco Salem-Silva
TI - Estimates for perturbations of discounted Markov chains on general spaces
JO - Applicationes Mathematicae
PY - 2003
VL - 30
IS - 1
SP - 39
EP - 53
AB - We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
LA - eng
KW - Harris Markov chains; total discounted expected cost; index of perturbations; Lyapunov condition
UR - http://eudml.org/doc/279454
ER -