The inverse balayage problem for Markov chains, part II
DOI10.1016/0304-4149(79)90038-3zbMath0406.60063WikidataQ97818248 ScholiaQ97818248MaRDI QIDQ1257738
Alan F. Karr, Arthur O. Pittenger
Publication date: 1979
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(79)90038-3
Markov Chain; Balayage; Stopping Time; Inverse Balayage Problem; Face; Extreme Point; Adjacent Extreme Points; First Entry Distribution; Last Exit Distribution; Natural Stopping Time; Reversed Markov Chain
60G50: Sums of independent random variables; random walks
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60G40: Stopping times; optimal stopping problems; gambling theory
60J45: Probabilistic potential theory
60J50: Boundary theory for Markov processes
Related Items
Cites Work