The stopped distributions of a controlled Markov chain with discrete time
type: Item
instance of: scholarly article
title: The stopped distributions of a controlled Markov chain with discrete time
zbMATH Open document ID: 0576.60068
DOI: 10.1016/0167-6911(85)90080-5
author: Piotr Zaremba
published in: Systems \& Control Letters
publication date: 1985-01-01T00:00:00Z
review text: A characterization is given, in terms of excessive functions, of possible stopped distributions of a controlled Markov chain with given initial distribution. Control here is understood as a mixing of a given finite number of Markov chains. It is an extension of the \textit{H. Rost} theorem [Ann. Inst. Fourier 21, 253-270 (1971; Zbl 0197.442)] for more than one Markov kernel. Similar result for continuous time in ''The stopped distributions of a controlled Markov chain with continuous time'' will appear in early 1987.)
Mathematics Subject Classification ID: 60J45
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 93E99
zbMATH DE Number: 3921663
zbMATH Keywords: Rost theorem
zbMATH Keywords: excessive functions
zbMATH Keywords: controlled Markov chain
MaRDI profile type: Publication
full work available at URL: 0167-6911(85)90080-5
OpenAlex ID: W2049298290
cites work: Markov-Ketten bei sich füllenden Löchern im Zustandsraum
cites work: Q3040203
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description: scientific article; zbMATH DE number 3921663