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On controlled Markov processes with average cost criterion
Kybernetika, Tome 23 (1987) no. 6, pp. 433-442 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60J25, 90C40, 93E20 
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     author = {Mandl, Petr and Romera Ayll\'on, M. Rosario},
     title = {On controlled {Markov} processes with average cost criterion},
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     language = {en},
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Mandl, Petr; Romera Ayllón, M. Rosario. On controlled Markov processes with average cost criterion. Kybernetika, Tome 23 (1987) no. 6, pp. 433-442. http://geodesic.mathdoc.fr/item/KYB_1987_23_6_a0/

[1] P. Billingsley: Convergence of Probability Measures. J. Wiley, New York 1968. | MR | Zbl

[2] P. Mandl: Martingale methods in discrete state random processes. Kybernetika 18 (1982), supplement. | MR

[3] P. Mandl: Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost. In: Proceedings of 5th IFIP Working Conference on Stochastic Differential Systems. (Lecture Notes in Control and Information Sciences 96.) Springer-Verlag, Berlin 1987,316-329. | Zbl

[4] M. R. Romera Ayllón: Control adaptivo de procesos de Markov con espacio de estados numerable. Thesis. Universidad Complutense, Madrid 1984.

[5] A. Wald: Sequential Analysis. J. Wiley, New York 1947. | MR | Zbl