CONTROLLED SEMI-MARKOV MODELS - THE DISCOUNTED CASE

被引:25
作者
BHATTACHARYA, RN
MAJUMDAR, M
机构
[1] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47405
[2] CORNELL UNIV,DEPT ECON,ITHACA,NY 14853
关键词
D O I
10.1016/0378-3758(89)90053-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:365 / 381
页数:17
相关论文
共 21 条
[1]  
Bertsekas D. P., 1996, NEURO DYNAMIC PROGRA
[2]   ASYMPTOTICS OF A CLASS OF MARKOV-PROCESSES WHICH ARE NOT IN GENERAL IRREDUCIBLE [J].
BHATTACHARYA, RN ;
LEE, O .
ANNALS OF PROBABILITY, 1988, 16 (03) :1333-1347
[3]  
BHATTACHARYA RN, 1989, IN PRESS J STATIST P
[4]  
BHATTACHARYA RN, 1984, P GOLDEN JUBILII INT, P55
[5]  
BHATTACHARYA RN, 1989, IN PRESS STOCHASTIC
[6]  
Blackwell D., 1965, ANN MATH STAT, V36, P226
[7]   CONTRACTION MAPPINGS IN THEORY UNDERLYING DYNAMIC PROGRAMMING [J].
DENARDO, EV .
SIAM REVIEW, 1967, 9 (02) :165-&
[8]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[9]   MARKOVIAN DECISION PROCESSES WITH COMPACT ACTION SPACES [J].
FURUKAWA, N .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (05) :1612-&
[10]   OPTIMAL GROWTH IN A STOCHASTIC ENVIRONMENT [J].
LELAND, HE .
REVIEW OF ECONOMIC STUDIES, 1974, 41 (01) :75-86