Controlled Markov chains

DOI10.1214/aop/1176996445zbMath0318.60070OpenAlexW2080426941MaRDI QIDQ1222464

Harry Kesten, Frank Spitzer

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996445

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) Markov processes (60J99)

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First passage problems for nonstationary discrete-time stochastic control systems ⋮ Maximizing the probability of attaining a target prior to extinction

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