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Transportation-information inequalities for Markov processes

✍ Scribed by Arnaud Guillin; Christian Léonard; Liming Wu; Nian Yao


Publisher
Springer
Year
2008
Tongue
English
Weight
363 KB
Volume
144
Category
Article
ISSN
1432-2064

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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