Geodesic
A generalization of Ueno's inequality for n-step transition probabilities
Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 295-299.

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We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
DOI : 10.4064/am-25-3-295-299
Keywords: adaptive control, transition probabilities, stochastic control, Markov chains

Andrzej Nowak 1

1 
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Andrzej Nowak. A generalization of Ueno's inequality for n-step transition probabilities. Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 295-299. doi : 10.4064/am-25-3-295-299. http://geodesic.mathdoc.fr/articles/10.4064/am-25-3-295-299/

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