Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function

DOI10.1137/0327073zbMath0681.60067OpenAlexW2002142848MaRDI QIDQ4730568

Sean P. Meyn

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0327073

zbMATH Keywords

law of large numbersergodic theoremsmartingale propertystationary transition probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic stability in control theory (93E15)

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