Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints. I. The Model Problem.
Note on nonlinear semigroups and free boundary problem for controlled Markov processes
Note on stability estimation in average Markov 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.