Robustness of Convex Optimization with Application to Controled Markov Chains Robustness of Convex Optimization with Application to Controled Markov Chains

@inproceedings{Tidball1996RobustnessOC,
  title={Robustness of Convex Optimization with Application to Controled Markov Chains Robustness of Convex Optimization with Application to Controled Markov Chains},
  author={M V Tidball and Eitan Altman},
  year={1996}
}
We present two stability results in this paper. We rst obtain suucient conn ditions for the continuity of optimal values and solutions of convex programs in general vector spaces, as well as some types of robustness of some sub-optimal solutions. We then use these results in order to establish a new result in stochastic dynamic control of discrete event… CONTINUE READING