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