NOTE ON STABILITY ESTIMATION IN AVERAGE MARKOV CONTROL PROCESSES

被引：0

作者：

Martinez Sanchez, Jaime ^{[1
]}

Zaitseva, Elena ^{[2
]}

机构：

[1] Univ Autonoma Metropolitana Iztapalapa, Dept Math, Mexico City 09340, DF, Mexico

[2] Inst Tecnol Autonomo Mexico, Mexico City 01080, DF, Mexico

来源：

KYBERNETIKA | 2015年 / 51卷 / 04期

关键词：

discrete-time Markov control processes; average criterion; stability index; Prokhorov metric;

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：629 / 638

页数：10

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