The inverse balayage problem for Markov chains, part II
Publication:1257738
DOI10.1016/0304-4149(79)90038-3zbMath0406.60063OpenAlexW1973685894WikidataQ97818248 ScholiaQ97818248MaRDI QIDQ1257738
Alan F. Karr, Arthur O. Pittenger
Publication date: 1979
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(79)90038-3
Markov ChainBalayageStopping TimeInverse Balayage ProblemFaceExtreme PointAdjacent Extreme PointsFirst Entry DistributionLast Exit DistributionNatural Stopping TimeReversed Markov Chain
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)
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