×

Continuity of optimal values and solutions for control of Markov chains with constraints. (English) Zbl 0968.93081

This paper addresses the issue of the convergence of the value and optimal policies of the problem with discounted costs, to the ones for the problem with expected average cost. Thus two stability results are established. The main tool is the notion of \(\Gamma\)-convergence, useful in convex optimizations.
Reviewer: W.-Z.Yang (Taipei)

MSC:

93E20 Optimal stochastic control
90C40 Markov and semi-Markov decision processes
93B35 Sensitivity (robustness)
PDFBibTeX XMLCite
Full Text: DOI