Localization for controlled random walks and martingales

DOI10.1214/ECP.v19-3081zbMath1312.60053arXiv1309.4512WikidataQ128213494 ScholiaQ128213494MaRDI QIDQ743379

Yuval Peres, Ori Gurel-Gurevich, Ofer Zeitouni

Publication date: 24 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4512

zbMATH Keywords

martingalesstochastic controllocalizationcontrolled random walks

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Optimal stochastic control (93E20)

Related Items (1)

Local asymptotics for controlled martingales

This page was built for publication: Localization for controlled random walks and martingales