Invariant probabilities for Feller-Markov chains

DOI10.1155/S104895339500030XzbMATH Open0870.60061OpenAlexW2129828308MaRDI QIDQ1908326FDOQ1908326

Authors: Onésimo Hernández-Lerma, Jean B. Lasserre 

Publication date: 8 July 1997

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47698

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zbMATH Keywords

Markov chainsinvariant measureFeller property

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic stability in control theory (93E15)

Cited In (21)

• Existence and uniqueness of an invariant probability for a class of Feller Markov chains
• Invariant probability measures for a class of Feller Markov chains
• Markov chains and invariant probabilities
• Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Invariant probabilities for Markov chains on a metric space
• On the existence of an invariant measure for Markov-Feller operators
• Title not available (Why is that?)
• Multiple-population discrete-time mean field games with discounted and total payoffs: the existence of equilibria
• Title not available (Why is that?)
• Invariant Probabilities with Geometric Tail
• Value iteration in average cost Markov control processes on Borel spaces
• Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications
• The existence and uniqueness of invariant probability measures for a class of Markov-Feller operators
• Quasi-Feller Markov chains
• Feller processes on nonlocally compact spaces
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• A Lyapunov Criterion for Invariant Probabilities with Geometric Tail

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