A connection between controlled Markov chains and martingales

Petr Mandl

Kybernetika (1973)

  • Volume: 09, Issue: 4, page (237)-241
  • ISSN: 0023-5954

How to cite

top

Mandl, Petr. "A connection between controlled Markov chains and martingales." Kybernetika 09.4 (1973): (237)-241. <http://eudml.org/doc/28546>.

@article{Mandl1973,
author = {Mandl, Petr},
journal = {Kybernetika},
language = {eng},
number = {4},
pages = {(237)-241},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A connection between controlled Markov chains and martingales},
url = {http://eudml.org/doc/28546},
volume = {09},
year = {1973},
}

TY - JOUR
AU - Mandl, Petr
TI - A connection between controlled Markov chains and martingales
JO - Kybernetika
PY - 1973
PB - Institute of Information Theory and Automation AS CR
VL - 09
IS - 4
SP - (237)
EP - 241
LA - eng
UR - http://eudml.org/doc/28546
ER -

References

top
  1. R. Bellman, A Markovian decision process, J. of Math. and Mech. 6 (1957), 679-684. (1957) Zbl0078.34101MR0091859
  2. P. Billingsley, The Lindeberg-Lévy theorem for martingales, Proc. Amer. Math. Soc. 12 (1961), 788-792. (1961) Zbl0129.10701MR0126871
  3. B. M. Brown G. K. Eagleson, Martingale convergence to infinitely divisible laws with finite variances, Trans. Amer. Math. Soc. 162 (1971), 449-453. (1971) MR0288806
  4. M. Loéve, Probability theory, Princeton 1960. (1960) MR0123342
  5. P. Mandl, On the variance in controlled Markov chains, Kybernetika 7 (1971), 1-12. (1971) Zbl0215.25902MR0286178
  6. P. Mandl, On the asymptotic normality of the reward in a controlled Markov chain, (To appear in Trans. of European Meeting of Statisticians held in Budapest, 1972.) (1972) MR0381808

NotesEmbed ?

top

You must be logged in to post comments.