| Title:
|
A connection between controlled Markov chains and martingales (English) |
| Author:
|
Mandl, Petr |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
9 |
| Issue:
|
4 |
| Year:
|
1973 |
| Pages:
|
(237)-241 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60F05 |
| MSC:
|
60G45 |
| MSC:
|
60J05 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0265.60060 |
| idMR:
|
MR0323427 |
| . |
| Date available:
|
2009-09-24T16:33:22Z |
| Last updated:
|
2012-06-04 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125391 |
| . |
| Reference:
|
[1] R. Bellman: A Markovian decision process.J. of Math. and Mech. 6 (1957), 679-684. Zbl 0078.34101, MR 0091859 |
| Reference:
|
[2] P. Billingsley: The Lindeberg-Lévy theorem for martingales.Proc. Amer. Math. Soc. 12 (1961), 788-792. Zbl 0129.10701, MR 0126871 |
| Reference:
|
[3] B. M. Brown G. K. Eagleson: Martingale convergence to infinitely divisible laws with finite variances.Trans. Amer. Math. Soc. 162 (1971), 449-453. MR 0288806 |
| Reference:
|
[4] M. Loéve: Probability theory.Princeton 1960. MR 0123342 |
| Reference:
|
[5] P. Mandl: On the variance in controlled Markov chains.Kybernetika 7 (1971), 1-12. Zbl 0215.25902, MR 0286178 |
| Reference:
|
[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.) MR 0381808 |
| . |
