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

DOI10.2307/1428009zbMATH Open0890.60032OpenAlexW1595143760MaRDI QIDQ4374013FDOQ4374013

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

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zbMATH Keywords

couplingrenovating events

Mathematics Subject Classification ID

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

Cited In (3)

• The untraceable events method for absorbing processes
• Stability of Markov modulated discrete-time dynamic systems.
• On stochastic stability of a class of non-Markovian processes and applications in quantization

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