Contrôle des chaînes de Markov sur des espaces arbitraires

J.-P. Georgin

Annales de l'I.H.P. Probabilités et statistiques (1978)

  • Volume: 14, Issue: 3, page 255-277
  • ISSN: 0246-0203

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Georgin, J.-P.. "Contrôle des chaînes de Markov sur des espaces arbitraires." Annales de l'I.H.P. Probabilités et statistiques 14.3 (1978): 255-277. <http://eudml.org/doc/77090>.

@article{Georgin1978,
author = {Georgin, J.-P.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Recurrance; Morkov Chain; Opternal Control},
language = {fre},
number = {3},
pages = {255-277},
publisher = {Gauthier-Villars},
title = {Contrôle des chaînes de Markov sur des espaces arbitraires},
url = {http://eudml.org/doc/77090},
volume = {14},
year = {1978},
}

TY - JOUR
AU - Georgin, J.-P.
TI - Contrôle des chaînes de Markov sur des espaces arbitraires
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1978
PB - Gauthier-Villars
VL - 14
IS - 3
SP - 255
EP - 277
LA - fre
KW - Recurrance; Morkov Chain; Opternal Control
UR - http://eudml.org/doc/77090
ER -

References

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  1. [1] Brown-Purves, Measurable selection of extrema. Annals of statistics, vol. 1, n° 5, 1973, p. 902-912. Zbl0265.28003MR432846
  2. [2] Dermann, Finite state Markovian decision process. Academic Press, 1970. Zbl0262.90001MR267686
  3. [3] Eštigneev, Measurable selection and dynamic programming. Mathematics of operations research, vol. 1, n° 3, 1976, p. 267-272. Zbl0373.90086MR444042
  4. [4] Georgin, Contrôle des chaînes de Markov sur des espaces arbitraires. Estimation et contrôle optimal dans le cadre adaptatif. Thèse de 3e Cycle. Université Paris-Sud, Centre d'Orsay, 1977. 
  5. [5] K. Hinderer, Foundations of non-stationary dynamic programming with discrete time parameters. Lecture notes in operations research and Mathematical systems. Sprihger-Verlag, Berlin. Zbl0202.18401MR267890
  6. [6] Mandl, Estimation and control in Markov chains. Adv. Appl. Prob., t. 6, 1974, p. 40-60. Zbl0281.60070MR339876
  7. [7] Numelin, On the Poisson equation for φ recurrent Markov chains. A paraître 1977. 
  8. [8] Orey, Limit theorems for Markov chains transitions probabilities. Van Nostrand, 1971. Zbl0295.60054
  9. [9] D. Revuz, Markov chains. North Holland, 1975. Zbl0332.60045MR415773
  10. [10] Ross, Arbitrary state markovian decision processes. The annals of Mathematical statistics, vol. 39, n° 6, 1968. Zbl0179.24704MR242313
  11. [11] Striebel, a) Optimal control of discrete time stochastic systems. Lectures notes in operations research and mathematical systems, Springer (19). b) Martingale conditions for the optimal control of continuous time stochastic systems. International workshop of stochastic-filtering and control, Los Angeles, Californy. 
  12. [12] Ueno, Some limit theorems for temporally discrete Markov processes. J. Fac. Sciences, Université Tokyo (I), 1957, p. 7. Zbl0077.33201MR90921

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