The characterization of mixtures of non-stationary Markov transition matrices

zbMath0519.93067MaRDI QIDQ1055387

Gerald S. Goodman

Publication date: 1983

Published in: Expositiones Mathematicae (Search for Journal in Brave)

zbMATH Keywords

extreme pointsembedding problemtransformation semigroupsbilinear controlnon-stationary Markov chain

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear inequalities of matrices (15A39) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic matrices (15B51) Existence of optimal solutions to problems involving randomness (49J55) Polytopes and polyhedra (52Bxx)

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