A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
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Publication:4178271
DOI10.2307/3213439zbMATH Open0395.60058OpenAlexW4236017626MaRDI QIDQ4178271FDOQ4178271
Henk Tijms, Arie Hordijk, Awi Federgruen
Publication date: 1978
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213439
EquivalencesCompact Metric Set of Denumberable Stochastic MatricesDoeblin ConditionQuasicompactness ConditionScrambling ConditionSimultaneous Recurrence Conditions
Cited In (14)
- Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
- On undiscounted semi-Markov decision processes with absorbing states
- On zero-sum two-person undiscounted semi-Markov games with a multichain structure
- Elimination of eanlomization in semi-Markov decision models with average cost criterion
- Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
- Necessary conditions for the optimality equation in average-reward Markov decision processes
- Recent results on conditions for the existence of average optimal stationary policies
- Computing semi-stationary optimal policies for multichain semi-Markov decision processes
- Zero-sum risk-sensitive stochastic games on a countable state space
- Characterization and sufficient conditions for normed ergodicity of Markov chains
- Semi-Markov decision processes with limiting ratio average rewards
- Semi-Markov decision processes with vector pay-offs
- Finite state approximation algorithms for average cost denumerable state Markov decision processes
- Recurrence conditions for Markov decision processes with Borel state space: A survey
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