Stability Estimation for Markov Control Processes with Discounted Cost  

作　　者：Jaime Eduardo Martínez-Sánchez Jaime Eduardo Martínez-Sánchez(Departamento de Mercadotecnia y Análisis de Datos, Tecnologico de Monterrey, Campus Estado de Mexico (ITESM-CEM), Atizapán de Zaragoza, Estado de México, Mexico)

机构地区：[1]Departamento de Mercadotecnia y Análisis de Datos, Tecnologico de Monterrey, Campus Estado de Mexico (ITESM-CEM), Atizapán de Zaragoza, Estado de México, Mexico

出　　处：《Applied Mathematics》2020年第6期491-509,共19页应用数学（英文）

摘　　要：This article explores controllable Borel spaces, stationary, homogeneous Markov processes, discrete time with infinite horizon, with bounded cost functions and using the expected total discounted cost criterion. The problem of the estimation of stability for this type of process is set. The central objective is to obtain a bounded stability index expressed in terms of the Lévy-Prokhorov metric;likewise, sufficient conditions are provided for the existence of such inequalities.This article explores controllable Borel spaces, stationary, homogeneous Markov processes, discrete time with infinite horizon, with bounded cost functions and using the expected total discounted cost criterion. The problem of the estimation of stability for this type of process is set. The central objective is to obtain a bounded stability index expressed in terms of the Lévy-Prokhorov metric;likewise, sufficient conditions are provided for the existence of such inequalities.

关 键 词：Discrete-Time Markov Control Process Expected Total Discounted Cost Stability Index Probabilistic Metric Lévy-Prokhorov Metric 

分 类 号：O17[理学—数学]