scientific article; zbMATH DE number 3932247

MaRDI QIDQ3704772zbMATH OpenFDO

Authors Petr Mandl

Publication date 1985

zbMATH Keywords

asymptotic stationarityasymptotically stationary controlcontrolled Markov chainsidentificationlocal asymptotic normality

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Local asymptotic normality and mixed normality for Markov statistical models
• Asymptotic normality of discrete-time Markov control processes
• scientific article; zbMATH DE number 3976907
• Two extensions of asymptotic methods in controlled Markov chains
• Ergodic and adaptive control of nearest-neighbor motions

Cited in

(2)

• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
• scientific article; zbMATH DE number 3976907 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3704772)