Author:
Federgruen A.,Hordijk A.,Tijms H. C.
Abstract
In this paper we consider a set of denumerable stochastic matrices where the parameter set is a compact metric space. We give a number of simultaneous recurrence conditions on the stochastic matrices and establish equivalences between these conditions. The results obtained generalize corresponding results in Markov chain theory to a considerable extent and have applications in stochastic control problems.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
38 articles.
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