RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teor. Veroyatnost. i Primenen., 1976, Volume 21, Issue 1, Pages 157–163 (Mi tvp3304)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

A finite controlled Markov chain with small break probability

R. Ya. Čitašvili

Institute of Economics and Law of Academy of Sciences of GSSR, Tbilisi

Abstract: The paper deals with a controlled Markov chain with a finite number of states $s\in S$ and a finite number of decisions $a\in A$. The optimality criterion is defined by $\mathbf E^{\pi}\widetilde L$, where $\widetilde L$ is a functional invariant with respect to shifts of the trajectory $(s_n,a_n; n\ge 1)$, and can be approximated, for small break probabilities, by the criterion defined by $\mathbf E^{\pi}c(s_{\tau},a_{\tau})$. Existence of an optimal stationary policy is proved, and a method for its construction is given.

Full text: PDF file (415 kB)

English version:
Theory of Probability and its Applications, 1976, 21:1, 158–163

Bibliographic databases:

Received: 05.08.1974

Citation: R. Ya. Čitašvili, “A finite controlled Markov chain with small break probability”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 157–163; Theory Probab. Appl., 21:1 (1976), 158–163

Citation in format AMSBIB
\Bibitem{Chi76}
\by R.~Ya.~{\v C}ita{\v s}vili
\paper A~finite controlled Markov chain with small break probability
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 157--163
\mathnet{http://mi.mathnet.ru/tvp3304}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=475895}
\zmath{https://zbmath.org/?q=an:0372.93055}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 158--163
\crossref{https://doi.org/10.1137/1121015}


Linking options:
  • http://mi.mathnet.ru/eng/tvp3304
  • http://mi.mathnet.ru/eng/tvp/v21/i1/p157

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. A. Yushkevich, R. Ya. Chitashvili, “Controlled random sequences and Markov chains”, Russian Math. Surveys, 37:6 (1982), 239–274  mathnet  crossref  mathscinet  zmath  adsnasa  isi
  • Теория вероятностей и ее применения Theory of Probability and its Applications
    Number of views:
    This page:138
    Full text:62
    First page:1

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2020