A generalization of Ueno's inequality for n-step transition probabilities
Nowak, Andrzej
Applicationes Mathematicae, Tome 25 (1998), p. 295-299 / Harvested from The Polish Digital Mathematics Library
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We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.

Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:219204 
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     title = {A generalization of Ueno's inequality for n-step transition probabilities},
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     year = {1998},
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Nowak, Andrzej. A generalization of Ueno's inequality for n-step transition probabilities. Applicationes Mathematicae, Tome 25 (1998) pp. 295-299. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv25i3p295bwm/

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