The inverse balayage problem for Markov chains

DOI10.1016/0304-4149(78)90015-7zbMATH Open0387.60073OpenAlexW2001588926WikidataQ97817613 ScholiaQ97817613MaRDI QIDQ1250484FDOQ1250484

Authors: Alan F. Karr, Arthur O. Pittenger 

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90015-7

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Cites Work

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• The stopping distributions of a Markov process
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• Markov-Ketten bei sich füllenden Löchern im Zustandsraum
• An inverse balayage problem for Brownian motion
• The inverse problem in reducible Markov chains
• A note on the inverse problem for reducible Markov chains

Cited In (4)

• The inverse balayage problem for Markov chains, part II
• Virtual Markov chains
• Some inverse problems involving conditional expectations
• Structural properties of randomized times

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