scholarly journals Sample path average optimality of Markov control processes with strictly unbounded cost

1999 ◽  
Vol 26 (4) ◽  
pp. 363-381 ◽  
Author(s):  
Oscar Vega-Amaya
Keyword(s):  
Sample Path ◽  
Control Processes ◽  
Unbounded Cost ◽  
Markov Control Processes ◽  
Markov Control

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.

scholarly journals Robust Markov control processes

2014 ◽  
Vol 420 (2) ◽  
pp. 1337-1353 ◽  
Author(s):  
Anna Jaśkiewicz ◽  
Andrzej S. Nowak
Keyword(s):  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control

Markov control processes with pathwise constraints

2010 ◽  
Vol 71 (3) ◽  
pp. 477-502 ◽  
Author(s):  
Armando F. Mendoza-Pérez ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Control Processes ◽  
Markov Control Processes ◽  
Markov Control
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