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.
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页码：629 / 638
页数：10
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