On controlled Markov processes with average cost criterion

Petr Mandl; Ma.Rosario Romera Ayllón

Kybernetika (1987)

  • Volume: 23, Issue: 6, page 433-442
  • ISSN: 0023-5954

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Mandl, Petr, and Romera Ayllón, Ma.Rosario. "On controlled Markov processes with average cost criterion." Kybernetika 23.6 (1987): 433-442. <http://eudml.org/doc/28716>.

@article{Mandl1987,
author = {Mandl, Petr, Romera Ayllón, Ma.Rosario},
journal = {Kybernetika},
keywords = {average cost criterion; continuous-time controlled Markov chains; finite time; stationary control; arcsine distribution},
language = {eng},
number = {6},
pages = {433-442},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On controlled Markov processes with average cost criterion},
url = {http://eudml.org/doc/28716},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Mandl, Petr
AU - Romera Ayllón, Ma.Rosario
TI - On controlled Markov processes with average cost criterion
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 6
SP - 433
EP - 442
LA - eng
KW - average cost criterion; continuous-time controlled Markov chains; finite time; stationary control; arcsine distribution
UR - http://eudml.org/doc/28716
ER -

References

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  1. P. Billingsley, Convergence of Probability Measures, J. Wiley, New York 1968. (1968) Zbl0172.21201MR0233396
  2. P. Mandl, Martingale methods in discrete state random processes, Kybernetika 18 (1982), supplement. (1982) MR0679787
  3. P. Mandl, Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost, In: Proceedings of 5th IFIP Working Conference on Stochastic Differential Systems. (Lecture Notes in Control and Information Sciences 96.) Springer-Verlag, Berlin 1987,316-329. (1987) Zbl0637.93078
  4. M. R. Romera Ayllón, Control adaptivo de procesos de Markov con espacio de estados numerable, Thesis. Universidad Complutense, Madrid 1984. (1984) 
  5. A. Wald, Sequential Analysis, J. Wiley, New York 1947. (1947) Zbl0041.26303MR0020764

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