Applications of Borovkov's Renovation Theory to Non-Stationary Stochastic Recursive Sequences and Their Control

DOI10.2307/1428009MaRDI QIDQ4374013zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, Eitan Altman

Publication date 9 June 1998

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1428009

zbMATH Keywords

couplingrenovating events

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Optimal stochastic control (93E20)

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