Estimates for perturbations of general discounted Markov control chains

Raúl Montes-de-Oca, Alexander Sakhanenko, and Francisco Salem-Silva. "Estimates for perturbations of general discounted Markov control chains." Applicationes Mathematicae 30.3 (2003): 287-304. <http://eudml.org/doc/279618>.

@article{RaúlMontes2003,
abstract = {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.},
author = {Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva},
journal = {Applicationes Mathematicae},
keywords = {index of perturbations; discounted Markov control processes; Lyapunov condition; Harris condition},
language = {eng},
number = {3},
pages = {287-304},
title = {Estimates for perturbations of general discounted Markov control chains},
url = {http://eudml.org/doc/279618},
volume = {30},
year = {2003},
}

TY - JOUR
AU - Raúl Montes-de-Oca
AU - Alexander Sakhanenko
AU - Francisco Salem-Silva
TI - Estimates for perturbations of general discounted Markov control chains
JO - Applicationes Mathematicae
PY - 2003
VL - 30
IS - 3
SP - 287
EP - 304
AB - 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.
LA - eng
KW - index of perturbations; discounted Markov control processes; Lyapunov condition; Harris condition
UR - http://eudml.org/doc/279618
ER -