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Stability estimation of some Markov controlled processes


Stability estimation of some Markov controlled processes - De Gruyter

We consider a discrete-time Markov controlled process endowed with the expected total discounted reward. We assume that the distribution of ...

Stability estimation of some Markov controlled processes - ProQuest

We consider a discrete-time Markov controlled process endowed with the expected total discounted reward. We assume that the distribution of the underlying ...

Stability estimation of some Markov controlled processes

Abstract We consider a discrete-time Markov controlled process endowed with the expected total discounted reward. We assume that the distribution of the ...

Stability estimation of some Markov controlled processes - OUCI

Abstract We consider a discrete-time Markov controlled process endowed with the expected total discounted reward. We assume that the distribution of the ...

ESTIMATES OF STABILITY OF MARKOV CONTROL PROCESSES ...

A cost per stage for considered processes can be unbounded. Under certain ergodic- ity assumptions we establish the upper bound for the relative stability index ...

Stability estimation of some Markov controlled processes | CoLab

Abstract We consider a discrete-time Markov controlled process endowed with the expected total discounted reward.

Stability Estimation for Markov Control Processes with Discounted ...

This article explores controllable Borel spaces, stationary, homogeneous Markov processes, discrete time with infinite horizon, with bounded cost functions

on the stability of some controlled markov chains - Project Euclid

These processes arise in various areas of applied science and encompass important numerical methods. We show in particular how individual Lyapunov func- tions ...

On the stability of some controlled Markov chains and its ... - arXiv

These processes arise in various areas of applied science and encompass important numerical methods. We show in particular how individual Lyapunov functions and ...

Note on stability estimation in average Markov control processes

Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random ...

Uniform Stability of Controlled Markov Processes - SpringerLink

In the context of controlled denumerable Markov chains and diffusions, several equivalent statements of uniform stability are given, including a stochastic ...

Note on stability estimation in average Markov control processes

Under certain ergodicity and Lipschitz conditions the stability index is bounded by a con- stant times the Prokhorov distance between distributions of ...

Estimates of stability of Markov control processes with unbounded ...

The policy is optimal for an approximating process with the transition probability . A cost per stage for considered processes can be unbounded. Under certain ...

Stability Estimation for Markov Control Processes with Discounted ...

... control policy. In such cases, some- times p is replaced by “a theoretical approach” p , resulting in a controllable process with a more ...

Stability Estimation for Markov Control Processes with Discounted ...

Stability Estimation for Markov Control Processes with ... search of some inequalities of the following type (stability inequalities):.

Stability-constrained Markov Decision Processes using MPC

Markov Decision Processes (MDPs) include a wide class of problems in which a controlled stochastic system needs to minimize a prescribed cost function (or ...

8 UNIFORM STABILITY OF CONTROLLED MARKOV PROCESSES

In the context of controlled denumerable Markov chains and diffusions, several ... ), System Theory: Modeling, Analysis and Control. © Kluwer Academic ...

Average cost Markov control processes: Stability with respect to the ...

The paper discusses the robustness of discrete-time Markov control processes whose transition probabilities are known up to certain degree of accuracy. Upper ...

Stability Estimation for Markov Control Processes with Discounted ...

It will be considered a stochastic optimal control problem which arises by perturbing the transition law of a deterministic control problem, through an additive ...

Stability analysis of discrete-time semi-Markov jump linear systems ...

Moreover, by truncating the sojourn times of switching process to be bounded, the numerically testable existence conditions of stabilizing controller for the ...