Two extensions of asymptotic methods in controlled Markov chains

DOI10.1007/BF02055575zbMath0754.60081MaRDI QIDQ1174697

Monika Laušmanová, Petr Mandl

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normalityaverage cost optimal controlsSkorokhod representation of martingales

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Asymptotic Normality of Discrete-Time Markov Control Processes

Cites Work

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