scholarly journals Asymptotic Normality of Discrete-Time Markov Control Processes

2010 ◽  
Vol 47 (03) ◽  
pp. 778-795 ◽  
Author(s):  
Armando F. Mendoza-Pérez ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Limit Theorem ◽  
Asymptotic Normality ◽  
Discrete Time ◽  
Asymptotically Normal ◽  
Control Processes ◽  
Unbounded Cost ◽  
The Cost ◽  
Markov Control Processes ◽  
Special Case ◽  
Markov Control

In this paper we study the asymptotic normality of discrete-time Markov control processes in Borel spaces, with possibly unbounded cost. Under suitable hypotheses, we show that the cost sequence is asymptotically normal. As a special case, we obtain a central limit theorem for (noncontrolled) Markov chains.

scholarly journals Asymptotic Normality of Discrete-Time Markov Control Processes

2010 ◽  
Vol 47 (3) ◽  
pp. 778-795
Author(s):  
Armando F. Mendoza-Pérez ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Limit Theorem ◽  
Asymptotic Normality ◽  
Discrete Time ◽  
Asymptotically Normal ◽  
Control Processes ◽  
Unbounded Cost ◽  
The Cost ◽  
Markov Control Processes ◽  
Special Case ◽  
Markov Control

In this paper we study the asymptotic normality of discrete-time Markov control processes in Borel spaces, with possibly unbounded cost. Under suitable hypotheses, we show that the cost sequence is asymptotically normal. As a special case, we obtain a central limit theorem for (noncontrolled) Markov chains.

Discrete-Time Markov Control Processes: Basic Optimality Criteria.

1996 ◽  
Vol 91 (436) ◽  
pp. 1754
Author(s):  
PALE ◽  
Onesimo Hernandez-Lerma ◽  
Jean Bernard Lasserre
Keyword(s):  
Discrete Time ◽  
Optimality Criteria ◽  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control

Discrete-Time Markov Control Processes

1996 ◽  
Author(s):  
Onésimo Hernández-Lerma ◽  
Jean Bernard Lasserre
Keyword(s):  
Discrete Time ◽  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control
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