Two extensions of asymptotic methods in controlled Markov chains

DOI10.1007/BF02055575zbMath0754.60081MaRDI QIDQ1174697

Petr Mandl, Monika Laušmanová

Publication date: 25 June 1992

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

zbMATH Keywords

local asymptotic normality; average cost optimal controls; Skorokhod representation of martingales

Mathematics Subject Classification ID

93E20: Optimal stochastic control

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

Related Items

Asymptotic Normality of Discrete-Time Markov Control Processes

Cites Work

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