Search Results - subject:"Kantorovich metric"

On repeated zero-sum games with incomplete information and asymptotically bounded values

Sandomirskiy, Fedor - In: Dynamic games and applications : DGA 8 (2018) 1, pp. 180-198

Persistent link: https://www.econbiz.de/10012023887

Average cost Markov control processes: stability with respect to the Kantorovich metric

Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Mathematical Methods of Operations Research 70 (2009) 1, pp. 13-33

We study perturbations of a discrete-time Markov control process on a general state space. The amount of perturbation is measured by means of the Kantorovich distance. We assume that an average (per unit of time on the infinite horizon) optimal control policy can be found for the perturbed...

Persistent link: https://www.econbiz.de/10010999704

Average cost Markov control processes: stability with respect to the Kantorovich metric

Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Computational Statistics 70 (2009) 1, pp. 13-33

Persistent link: https://www.econbiz.de/10010759307

Discounted cost optimality problem: stability with respect to weak metrics

Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Computational Statistics 68 (2008) 1, pp. 77-96

this area we consider a perturbation of transition probabilities measured by the Kantorovich metric, closely related to the …

Persistent link: https://www.econbiz.de/10010847899

Discounted cost optimality problem: stability with respect to weak metrics

Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Mathematical Methods of Operations Research 68 (2008) 1, pp. 77-96

this area we consider a perturbation of transition probabilities measured by the Kantorovich metric, closely related to the …

Persistent link: https://www.econbiz.de/10010999906