On the variance in controlled Markov chains

Previous | Up | Next

Article

On the variance in controlled Markov chains. (English). Kybernetika, vol. 7 (1971), issue 1, pp. (1)-12

MSC: 60.65, 60J10 | MR 0286178 | Zbl 0215.25902

References:

[1] R. Bellman: Dynamic programming. Princeton 1957. MR 0090477 | Zbl 0995.90618

[2] R. A. Howard: Dynamic programming and Markov processes. New York, London 1960. MR 0118514 | Zbl 0091.16001

[3] J. G. Kemeny J. L. Snell: Finite Markov chains. Princeton 1960. MR 0115196

[4] P. Mandl: Controlled Markov chains. (in Czech). Kybernetika 6 (1969), Supplement, 1 - 74. MR 0434456

Partner of