The inverse balayage problem for Markov chains, part II

DOI10.1016/0304-4149(79)90038-3zbMath0406.60063OpenAlexW1973685894WikidataQ97818248 ScholiaQ97818248MaRDI QIDQ1257738

Alan F. Karr, Arthur O. Pittenger

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(79)90038-3

zbMATH Keywords

Markov ChainBalayageStopping TimeInverse Balayage ProblemFaceExtreme PointAdjacent Extreme PointsFirst Entry DistributionLast Exit DistributionNatural Stopping TimeReversed Markov Chain

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)

Related Items (2)

Structural properties of randomized times ⋮ Virtual Markov Chains

Cites Work

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• The inverse balayage problem for Markov chains
• An inverse balayage problem for Brownian motion
• Markov-Ketten bei sich füllenden Löchern im Zustandsraum
• Existence of dual processes
• On a Theorem of Skorohod

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