Geodesic
A connection between controlled Markov chains and martingales
Kybernetika, Tome 9 (1973) no. 4, pp. 237-241 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60F05, 60G45, 60J05, 93E20 
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     author = {Mandl, Petr},
     title = {A connection between controlled {Markov} chains and martingales},
     journal = {Kybernetika},
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     year = {1973},
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     zbl = {0265.60060},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1973_9_4_a1/}
}
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Mandl, Petr. A connection between controlled Markov chains and martingales. Kybernetika, Tome 9 (1973) no. 4, pp. 237-241. http://geodesic.mathdoc.fr/item/KYB_1973_9_4_a1/

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[2] P. Billingsley: The Lindeberg-Lévy theorem for martingales. Proc. Amer. Math. Soc. 12 (1961), 788-792. | MR | Zbl

[3] B. M. Brown G. K. Eagleson: Martingale convergence to infinitely divisible laws with finite variances. Trans. Amer. Math. Soc. 162 (1971), 449-453. | MR

[4] M. Loéve: Probability theory. Princeton 1960. | MR

[5] P. Mandl: On the variance in controlled Markov chains. Kybernetika 7 (1971), 1-12. | MR | Zbl

[6] P. Mandl: On the asymptotic normality of the reward in a controlled Markov chain. (To appear in Trans. of European Meeting of Statisticians held in Budapest, 1972.) | MR