On the Kesten–Spitzer algorithm for minimal hitting time in controlled Markov chains
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Publication:3875048
DOI10.2307/3212965zbMath0435.60073OpenAlexW2326175171MaRDI QIDQ3875048
Manish C. Bhattacharjee, Sujit K. Basu
Publication date: 1980
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212965
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)