Stability estimation of some Markov controlled processes-Reference-Cited by-同舟云学术

Stability estimation of some Markov controlled processes

Published:2022-01-01 Issue:1 Volume:20 Page:1509-1520
ISSN:2391-5455
Container-title:Open Mathematics
language:en
Short-container-title:

Author:

Gordienko Evgueni¹,Chavez Juan Ruiz de¹

Affiliation:

1. Departamento de Matemáticas, Universidad Autónoma Metropolitana-Iztapalapa. San Rafael Atlixco 186, Col. Vicentina, Iztapalapa, 09340 , Mexico City , Mexico

Abstract

Abstract We consider a discrete-time Markov controlled process endowed with the expected total discounted reward. We assume that the distribution of the underlying random vectors is unknown and that it is approximated by an appropriate known distribution. We found upper bounds of a decrease in reward when the policy, optimal for the approximating process, is applied to control the original process.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/math-2022-0514/pdf

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