Controlled random walk: conjecture and counter-example

DOI10.1007/978-3-030-76928-4_3MaRDI QIDQ5153599zbMATH OpenOpenAlexFDO

Authors A. B. Piunovskiy

Publication date 30 September 2021

Published in Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-76928-4_3

zbMATH Keywords

Markov decision processrandom walktotal expected costturnpike

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov and semi-Markov decision processes (90C40)

Recommendations

• Controlled random walk with a target site
• scientific article; zbMATH DE number 19368
• scientific article; zbMATH DE number 4174043
• Some problems in decision making associated with random walks
• scientific article; zbMATH DE number 651946

Cites work

• scientific article; zbMATH DE number 1325008 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 1119444 (Why is no real title available?)
• Turnpike Planning Horizons for a Markovian Decision Model
• Uniform turnpike theorems for finite Markov decision processes

Cited in

(5)

• A first-passage problem for a two-dimensional controlled random walk
• scientific article; zbMATH DE number 19368 (Why is no real title available?)
• scientific article; zbMATH DE number 651946 (Why is no real title available?)
• Turnpikes in Finite Markov Decision Processes and Random Walk
• Controlled random walk with a target site

This page was built for publication: Controlled random walk: conjecture and counter-example

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5153599)