Skip to main content
SpringerLink
Log in

Stability estimates for controlled Markov chains with a minorant

  • Published:
Journal of Soviet Mathematics Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Literature cited

  1. V. M. Zolotarev, “On continuity of stochastic sequences generated by recursive procedures,” Teor. Veroyatn. Primen.,20, No. 4, 834–847 (1975).

    Google Scholar 

  2. V. V. Kalashnikov, Qualitative Analysis of the Behavior of Complex Systems by the Method of Sample Functions [in Russian], Nauka, Moscow (1978).

    Google Scholar 

  3. N. V. Kartashev, “Strongly stable Markov chains,” in: Stability Problems for Stochastic Processes [in Russian], VNIISI, Moscow (1981), pp. 54–59.

    Google Scholar 

  4. V. M. Zolotarev, “Metric distances in spaces of random variables and their distributions,” Mat. Sb.,101, No. 3, 416–456 (1976).

    Google Scholar 

  5. Yu. A. Rozanov, “On stability of solutions of linear problems for stationary processes,” Teor. Veroyatn. Primen.,9, No. 3, 528–530 (1964).

    Google Scholar 

  6. A. N. Tikhonov, “On stability of optimization problems for functionals,” Zh. Vychisl. Mat. Mat. Fiz.,6, No. 4, 631–634 (1966).

    Google Scholar 

  7. V. N. Vapnik, Fitting Dependences from Empirical Data [in Russian], Nauka, Moscow (1979).

    Google Scholar 

  8. E. I. Gordienko, “A comment on stability in prediction and filtering problems,” Izv. Akad. Nauk SSSR, Tekh. Kibern., No. 3, 202–205 (1978).

    Google Scholar 

  9. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes and Their Applications [in Russian], Nauka, Moscow (1975).

    Google Scholar 

  10. L. G. Gubenko and É. S. Shtatland, “On controlled Markov processes in discrete time,” in: Probability Theory and Mathematical Statistics [in Russian], No. 7, Naukova Dumka, Kiev (1972), pp. 51–64.

    Google Scholar 

  11. D. Blackwell, “Discounted dynamic programming,” Ann. Math. Stat.,36, 226–235 (1965).

    Google Scholar 

  12. V. K. Ivanov, “On ill-posed problems,” Mat. Sb.,61, No. 2, 211–223 (1963).

    Google Scholar 

  13. E. I. Gordienko, “Adaptive strategies for some classes of controlled Markov processes,” Teor. Veroyatn. Primen.,29, No. 3, 488–501 (1984).

    Google Scholar 

Download references

Authors
  1. E. I. Gordienko
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Translated from Problemy Ustoichivosti Stokhasticheskikh Modelei — Trudy Seminara, pp. 42–49, 1985.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gordienko, E.I. Stability estimates for controlled Markov chains with a minorant. J Math Sci 40, 481–486 (1988). https://doi.org/10.1007/BF01083641

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01083641

Keywords

Search

Navigation