Martingale limit theorem and its application to an ergodic controlled Markov chain

DOI10.1016/0167-6911(95)00020-AzbMATH Open0877.93143WikidataQ127517207 ScholiaQ127517207MaRDI QIDQ673175FDOQ673175

Akio Tanikawa

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Optimal controlControlled Markov chainErgodic controlMartingale limit theoremStrong law of large numbers for martingales

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• On Minimum Cost Per Unit Time Control of Markov Chains
• Regularly varying functions in the theory of simple branching processes
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