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

DOI10.1016/0167-6911(95)00020-AMaRDI QIDQ673175zbMATH OpenWikidataFDO

Authors 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)

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Cites work

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• scientific article; zbMATH DE number 4085565 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• scientific article; zbMATH DE number 3599198 (Why is no real title available?)
• On Minimum Cost Per Unit Time Control of Markov Chains
• Regularly varying functions in the theory of simple branching processes
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences

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