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)

Full work available at URL https://doi.org/10.1007/BF02055575

zbMATH Keywords

average cost optimal controlslocal asymptotic normalitySkorokhod 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)

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