The inverse balayage problem for Markov chains
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Publication:1250484
DOI10.1016/0304-4149(78)90015-7zbMath0387.60073OpenAlexW2001588926WikidataQ97817613 ScholiaQ97817613MaRDI QIDQ1250484
Alan F. Karr, Arthur O. Pittenger
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90015-7
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)
Related Items
Structural properties of randomized times, Some inverse problems involving conditional expectations, The inverse balayage problem for Markov chains, part II, Virtual Markov Chains
Cites Work
- An inverse balayage problem for Brownian motion
- Markov-Ketten bei sich füllenden Löchern im Zustandsraum
- The stopping distributions of a Markov process
- The inverse problem in reducible Markov chains
- A note on the inverse problem for reducible Markov chains
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