We find inequalities to estimate the stability (robustness) of a discounted cost optimization problem for discrete-time Markov control processes on a Borel state space. The one stage cost is allowed to be unbounded. Unlike the known results in this area we consider a perturbation of transition...

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...

We find inequalities to estimate the stability (robustness) of a discounted cost optimization problem for discrete-time Markov control processes on a Borel state space. The one stage cost is allowed to be unbounded. Unlike the known results in this area we consider a perturbation of transition...

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...