Continuous dependence of stochastic control models on the noise distribution-Reference-Cited by-同舟云学术

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Continuous dependence of stochastic control models on the noise distribution

Published:1988-01 Issue:1 Volume:17 Page:79-89
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Hern�ndez-Lerma On�simo,Cavazos-Cadena Rolando

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF01448360.pdf

Reference20 articles.

1. Berge C (1963) Topological Spaces. Macmillan, New York

2. Bertsekas DP, Shreve SE (1978) Stochastic Optimal Control. Academic Press, New York

3. Cavazos-Cadena R (to appear) Necessary conditions for the optimality of average-reward Markov decision processes

4. Dynkin EB, Yushkevich AA (1979) Controlled Markov Processes. Springer-Verlag, Berlin

5. Georgin JP (1978) Contrôle des chaînes de Markov sur des espaces arbitraires. Ann Inst H Poincaré 16:255?277

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1. Lipschitz Continuity of Value Functions in Markovian Decision Processes;Mathematical Methods of Operations Research;2005-09

2. Density estimation and adaptive control of markov processes: Average and discounted criteria;Acta Applicandae Mathematicae;1990-09

3. Discretization procedures for adaptive Markov control processes;Journal of Mathematical Analysis and Applications;1989-02

4. Nonparametric adaptive control of discrete-time partially observable stochastic systems;Journal of Mathematical Analysis and Applications;1989-02

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