Two extensions of asymptotic methods in controlled Markov chains

DOI10.1007/BF02055575MaRDI QIDQ1174697zbMATH OpenFDO

Authors Petr Mandl, Monika Laušmanová

Publication date 25 June 1992

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normalityaverage cost optimal controlsSkorokhod representation of martingales

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 4085565
• scientific article; zbMATH DE number 4152290
• scientific article; zbMATH DE number 4031437
• Asymptotic normality of discrete-time Markov control processes
• scientific article; zbMATH DE number 3950345

Cited in

(2)

• scientific article; zbMATH DE number 3932247 (Why is no real title available?)
• Asymptotic normality of discrete-time Markov control processes

This page was built for publication: Two extensions of asymptotic methods in controlled Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1174697)