The inverse balayage problem for Markov chains

DOI10.1016/0304-4149(78)90015-7MaRDI QIDQ1250484zbMATH OpenOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3240812 (Why is no real title available?)
• scientific article; zbMATH DE number 3300124 (Why is no real title available?)
• scientific article; zbMATH DE number 3399629 (Why is no real title available?)
• A note on the inverse problem for reducible Markov chains
• An inverse balayage problem for Brownian motion
• Markov-Ketten bei sich füllenden Löchern im Zustandsraum
• The inverse problem in reducible Markov chains
• The stopping distributions of a Markov process

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

This page was built for publication: The inverse balayage problem for Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1250484)