The stopped distributions of a controlled Markov chain with discrete time (Q1064669)

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scientific article; zbMATH DE number 3921663
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The stopped distributions of a controlled Markov chain with discrete time
scientific article; zbMATH DE number 3921663

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    The stopped distributions of a controlled Markov chain with discrete time (English)
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    1985
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    A characterization is given, in terms of excessive functions, of possible stopped distributions of a controlled Markov chain with given initial distribution. Control here is understood as a mixing of a given finite number of Markov chains. It is an extension of the \textit{H. Rost} theorem [Ann. Inst. Fourier 21, 253-270 (1971; Zbl 0197.442)] for more than one Markov kernel. Similar result for continuous time in ''The stopped distributions of a controlled Markov chain with continuous time'' will appear in early 1987.)
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    Rost theorem
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    excessive functions
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    controlled Markov chain
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