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A Note on the Asymptotic Behaviour of a Periodic Multitype Galton-Watson Branching Process

González, M.Martínez, R.Mota, M. — 2004

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 60J80. In this work, the problem of the limiting behaviour of an irreducible Multitype Galton-Watson Branching Process with period d greater than 1 is considered. More specifically, almost sure convergence of some linear functionals depending on d consecutive generations is studied under hypothesis of non extinction. As consequence the main parameters of the model are given a convenient interpretation from a practical point of view. For a better...

Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion

The paper deals with a class of discrete-time stochastic control processes under a discounted optimality criterion with random discount rate, and possibly unbounded costs. The state process x t and the discount process α t evolve according to the coupled difference equations x t + 1 = F ( x t , α t , a t , ξ t ) , α t + 1 = G ( α t , η t ) where the state and discount disturbance processes { ξ t } and { η t } are sequences of i.i.d. random variables with densities ρ ξ and ρ η respectively. The main objective is to introduce approximation algorithms of the optimal...

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