Tidball, Mabel M.; Lombardi, Ariel; Pourtallier, Odile; Altman, Eitan Continuity of optimal values and solutions for control of Markov chains with constraints. (English) Zbl 0968.93081 SIAM J. Control Optimization 38, No. 4, 1204-1222 (2000). 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) Cited in 4 Documents MSC: 93E20 Optimal stochastic control 90C40 Markov and semi-Markov decision processes 93B35 Sensitivity (robustness) Keywords:optimization; constrained Markov decision process; equicoersive; \(\Gamma\)-convergence; discounted costs; expected average cost PDFBibTeX XMLCite \textit{M. M. Tidball} et al., SIAM J. Control Optim. 38, No. 4, 1204--1222 (2000; Zbl 0968.93081) Full Text: DOI