Controlled two-dimensional Markov chains between two absorbing barriers

DOI10.1080/10236198.2023.2284831MaRDI QIDQ6131766zbMATH OpenOpenAlexFDO

Authors Mario Lefebvre

Publication date 18 April 2024

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10236198.2023.2284831

zbMATH Keywords

dynamic programmingrandom walkssimilarity solutionsfirst-passage timehoming problem

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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