Title:
|
On controlled Markov processes with average cost criterion (English) |
Author:
|
Mandl, Petr |
Author:
|
Romera Ayllón, M. Rosario |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
23 |
Issue:
|
6 |
Year:
|
1987 |
Pages:
|
433-442 |
. |
Category:
|
math |
. |
MSC:
|
60J25 |
MSC:
|
90C40 |
MSC:
|
93E20 |
idZBL:
|
Zbl 0633.90090 |
idMR:
|
MR922620 |
. |
Date available:
|
2009-09-24T18:02:31Z |
Last updated:
|
2012-06-05 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125561 |
. |
Reference:
|
[1] P. Billingsley: Convergence of Probability Measures.J. Wiley, New York 1968. Zbl 0172.21201, MR 0233396 |
Reference:
|
[2] P. Mandl: Martingale methods in discrete state random processes.Kybernetika 18 (1982), supplement. MR 0679787 |
Reference:
|
[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. Zbl 0637.93078 |
Reference:
|
[4] M. R. Romera Ayllón: Control adaptivo de procesos de Markov con espacio de estados numerable.Thesis. Universidad Complutense, Madrid 1984. |
Reference:
|
[5] A. Wald: Sequential Analysis.J. Wiley, New York 1947. Zbl 0041.26303, MR 0020764 |
. |