A note on simultaneous recurrence conditions on a set of denumerable stochastic matrices
- 1 December 1978
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 15 (4) , 842-847
- https://doi.org/10.2307/3213439
Abstract
In this paper we consider a set of denumerable stochastic matrices where the parameter set is a compact metric space. We give a number of simultaneous recurrence conditions on the stochastic matrices and establish equivalences between these conditions. The results obtained generalize corresponding results in Markov chain theory to a considerable extent and have applications in stochastic control problems.Keywords
This publication has 3 references indexed in Scilit:
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- The rate of convergence of certain nonhomogeneous Markov chainsProbability Theory and Related Fields, 1976
- Positive columns for stochastic matricesJournal of Applied Probability, 1974