𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Compactification of the discrete state space of a Markov process

✍ Scribed by J. L. Doob


Publisher
Springer
Year
1968
Tongue
English
Weight
928 KB
Volume
10
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Risk sensitive control of Markov process
✍ Daniel Hernandez-HernΓ‘ndez; Steven I. Marcus πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 450 KB

In this paper we consider infinite horizon risk-sensitive control of Markov processes with discrete time and denumerable state space. This problem is solved by proving, under suitable conditions, that there exists a bounded solution to the dynamic programming equation. The dynamic programming equati