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Processes and formalisms for unbounded choice

✍ Scribed by Wim H. Hesselink


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
810 KB
Volume
99
Category
Article
ISSN
0304-3975

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Robustness inequality for Markov control
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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