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Estimates for perturbations of general discounted Markov control chains. (English) Zbl 1055.90086
Summary: We extend previous results of the same authors [Appl. Math. 30, 39–53 (2003; Zbl 1022.60071)] on the effects of perturbation in the transition probability of a Markov cost chain for discounted Markov control processes. Supposing valid, for each stationary policy, conditions of Lyapunov and Harris type, we get upper bounds for the index of perturbations, defined as the difference of the total expected discounted costs for the original Markov control process and the perturbed one. We present examples that satisfy our conditions.

MSC:
90C40 Markov and semi-Markov decision processes
60J05 Discrete-time Markov processes on general state spaces
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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