Geodesic
Stochastic control of discrete Markov process parameter
Dalʹnevostočnyj matematičeskij žurnal, Tome 3 (2002) no. 1, pp. 58-60

Voir la notice de l'article provenant de la source Math-Net.Ru

Consider a functioning of discrete Markov process in random environment. That is the process behavior is defined by some randomly varying parameter. Suppose that stationary distributions of the process under fixed meanings of the parameter are known. A problem is to choose rules of parameter ramdom variation so that the stationary distribution of obtained process equals to probability mixture of stationary distributions of this process under fixed parameter meanings. Traditional product theorem gives a respond to this question only if stationary distributions, which correspond to the fixed parameter meanings, coincide with each other. In this paper new and sufficiently simple condition on random parameter variation is introduced. This condition gives a solution of considered problem in general case. 
@article{DVMG_2002_3_1_a5,
     author = {G. Sh. Tsitsiashvili and M. A. Osipova},
     title = {Stochastic control of discrete {Markov} process parameter},
     journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
     pages = {58--60},
     publisher = {mathdoc},
     volume = {3},
     number = {1},
     year = {2002},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DVMG_2002_3_1_a5/}
}
TY  - JOUR
AU  - G. Sh. Tsitsiashvili
AU  - M. A. Osipova
TI  - Stochastic control of discrete Markov process parameter
JO  - Dalʹnevostočnyj matematičeskij žurnal
PY  - 2002
SP  - 58
EP  - 60
VL  - 3
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DVMG_2002_3_1_a5/
LA  - ru
ID  - DVMG_2002_3_1_a5
ER  - 
%0 Journal Article
%A G. Sh. Tsitsiashvili
%A M. A. Osipova
%T Stochastic control of discrete Markov process parameter
%J Dalʹnevostočnyj matematičeskij žurnal
%D 2002
%P 58-60
%V 3
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DVMG_2002_3_1_a5/
%G ru
%F DVMG_2002_3_1_a5
G. Sh. Tsitsiashvili; M. A. Osipova. Stochastic control of discrete Markov process parameter. Dalʹnevostočnyj matematičeskij žurnal, Tome 3 (2002) no. 1, pp. 58-60. http://geodesic.mathdoc.fr/item/DVMG_2002_3_1_a5/