The Bang-Bang problem for stochastic matrices

DOI10.1007/BF00532721MaRDI QIDQ5661766zbMATH OpenOpenAlexFDO

Authors Søren 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

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

Cites work

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

Cited in

(13)

• 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
• 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
• Bemerkungen zum Bang-Bang-Problem f�r stochastische Matrizen
• A Bang-Bang representation for 3�3 embeddable stochastic matrices
• Total positivity and the embedding problem for Markov chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• Embedding of Markov matrices for d 4
• The Markov chain embedding problem in a one-jump setting
• On the algebra of equal-input matrices in time-inhomogeneous Markov flows

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