On homogeneous Markov models with continuous time and finite or countable state space
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 155-160
Voir la notice de l'article provenant de la source Math-Net.Ru
We specify for the homogeneous models the results on the existence of optimal or $\varepsilon$-optimal policies obtained in $[13]$, and extend to the continuous time case the notion of a canonical policy introduced for discrete time case in $[16]$ and $[17]$.
@article{TVP_1979_24_1_a12,
author = {A. A. Ju\v{s}kevi\v{c} and E. A. Faǐnberg},
title = {On homogeneous {Markov} models with continuous time and finite or countable state space},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {155--160},
publisher = {mathdoc},
volume = {24},
number = {1},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a12/}
}
TY - JOUR AU - A. A. Juškevič AU - E. A. Faǐnberg TI - On homogeneous Markov models with continuous time and finite or countable state space JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1979 SP - 155 EP - 160 VL - 24 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a12/ LA - ru ID - TVP_1979_24_1_a12 ER -
%0 Journal Article %A A. A. Juškevič %A E. A. Faǐnberg %T On homogeneous Markov models with continuous time and finite or countable state space %J Teoriâ veroâtnostej i ee primeneniâ %D 1979 %P 155-160 %V 24 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a12/ %G ru %F TVP_1979_24_1_a12
A. A. Juškevič; E. A. Faǐnberg. On homogeneous Markov models with continuous time and finite or countable state space. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 155-160. http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a12/