Estimates for perturbations of general discounted Markov control chains
Volume 30 / 2003
Applicationes Mathematicae 30 (2003), 287-304
MSC: 93E20, 90C40.
DOI: 10.4064/am30-3-4
Abstract
We extend previous results of the same authors ([11]) 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.
