| Title:
|
A vanishing discount limit theorem for controlled Markov chains (English) |
| Author:
|
Laušmanová, Monika |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
25 |
| Issue:
|
5 |
| Year:
|
1989 |
| Pages:
|
366-374 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60J05 |
| MSC:
|
60J10 |
| MSC:
|
90C40 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0702.93066 |
| idMR:
|
MR1024711 |
| . |
| Date available:
|
2009-09-24T18:13:20Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124332 |
| . |
| Reference:
|
[1] D. Freedman: Brownian Motion and Diffusion.Springer-Verlag, New York--Berlin--Heidelberg 1983. Zbl 0501.60070, MR 0686607 |
| Reference:
|
[2] R. A. Howard: Dynamic Programming and Markov Processes.Technology Press and John Wiley, New York 1960. Zbl 0091.16001, MR 0118514 |
| Reference:
|
[3] M. Laušmanová: On asymptotic inequalities in discrete time controlled linear systems.In: Proc. of 4th Prague Symposium on Asymptotic Statistics, Charles University, Prague 1989, pp. 377-388. MR 1051456 |
| Reference:
|
[4] P. Mandl: Martingale methods, in discrete state random processes.Kybernetika 18 (1982), Supplement, 1-57. MR 0679787 |
| Reference:
|
[5] P. Mandl: Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost.In: Stochastic Differential Systems (Lecture Notes in Control and Information Sciences 78), Springer-Verlag, Berlin--Heidelberg--New York 1986, pp. 277 to 283. Zbl 0588.93070, MR 0903052 |
| Reference:
|
[6] P. Mandl, M. R. Romera Ayllón: On adaptive control of Markov processes.Kybernetika 23 (1987), 2, 89-103. MR 0886823 |
| Reference:
|
[7] P. Mandl, M. R. Romera Ayllón: On controlled Markov processes with average cost criterion.Kybernetika 23 (1987), 6, 433-442. MR 0922620 |
| . |
