On finite long run costs and rewards in infinite Markov chains

DOI10.1016/j.spl.2014.04.005zbMath1298.60073OpenAlexW2046722356MaRDI QIDQ2453991

Werner Sandmann, Hendrik Baumann

Publication date: 12 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.005

zbMATH Keywords

drift conditioninfinite Markov chainfinite long run costfinite long run rewardfoster-Lyapunov-type criterion

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Bounded truncation error for long-run averages in infinite Markov chains ⋮ Finite-state-space truncations for infinite quasi-birth-death processes

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• On the Stochastic Matrices Associated with Certain Queuing Processes

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