𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Control problems for markov processes with memory

✍ Scribed by P. S. Knopov; R. K. Chornei


Book ID
110611550
Publisher
Springer US
Year
1998
Tongue
English
Weight
702 KB
Volume
34
Category
Article
ISSN
1573-8337

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Robustness inequality for Markov control
✍ Evgueni I. Gordienko; Francisco S. Salem 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 387 KB

The paper discusses the robustness of discrete-time Markov control processes whose transition probabilities are known up to certain degree of accuracy. Upper bounds of increase of a discounted cost are derived when using an optimal control policy of the approximating process in order to control the