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

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

Authors: Akio Tanikawa 

Publication date: 28 February 1997

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

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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

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

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