The Bang-Bang problem for stochastic matrices

DOI10.1007/BF00532721zbMath0247.93019OpenAlexW2002022302MaRDI QIDQ5661766

Søren Glud Johansen

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532721

Mathematics Subject Classification ID

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

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Cites Work

• An intrinsic time for non-stationary finite markov chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains