The Bang-Bang problem for stochastic matrices

DOI10.1007/BF00532721zbMath0247.93019MaRDI QIDQ5661766

Søren Glud Johansen

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532721

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

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A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains, On a number of Poisson matrices in bang-bang representations for 3x3 embeddable matrices, Notes on Markov embedding, Attainable sets and one-parameter semigroups of sets, [https://portal.mardi4nfdi.de/wiki/Item:Q3879835 A structure of the Bang-Bang representation for 3�3 embeddable matrices], The embedding problem for Markov chains with three states, Geometrical aspects of the theory of non-homogeneous Markov chains, [https://portal.mardi4nfdi.de/wiki/Item:Q4071888 Bemerkungen zum Bang-Bang-Problem f�r stochastische Matrizen], [https://portal.mardi4nfdi.de/wiki/Item:Q4159481 A Bang-Bang representation for 3�3 embeddable stochastic matrices], Total positivity and the embedding problem for Markov chains

Cites Work

• An intrinsic time for non-stationary finite markov chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains