Estimation of the Average Payoff from an Open-Loop Control for One Type of Controlled Markov Sequences

DOI10.1137/1135063zbMath0737.93078OpenAlexW2092675725MaRDI QIDQ4712521

Alexander A. Gushchin, A. I. Ekushov

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135063

zbMATH Keywords

Markov chainsexampleaveraged gain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

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