Skip to main content

Estimation et controle des chaines de Markov sur des espaces arbitraires

Part of the Lecture Notes in Mathematics book series (LNM,volume 636)

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   46.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. Billingsley Statistical inference for Markov processes University of Chicago Press (1961).

    Google Scholar 

  2. Brown-Purves Measurable selections of extrema Annals of statistics, Vol. 1, no5, p. 902–912 (1973).

    CrossRef  MathSciNet  MATH  Google Scholar 

  3. DeGroot Optimal statistical decisions Mc Graw Hill book company (1970).

    Google Scholar 

  4. Evstigneev Measurable selection and dynamic programming Mathematics of operations research, Vol. 1,No 3,p.272–276 (1976).

    CrossRef  MathSciNet  MATH  Google Scholar 

  5. Freedman The optimal reward operator in special classes of dynamic programming problems Annals of Probability, Vol. 2,no5, p.942–949 (1974).

    CrossRef  MathSciNet  MATH  Google Scholar 

  6. Gänsler Note on minimum contrast estimates for Markov Processes Metrika 19, 115–130 (1972).

    Google Scholar 

  7. Georgin Contrôle des chaînes de Markov sur des espaces arbitraires (à paraître).

    Google Scholar 

  8. Maitra Discounted dynamic programming on compact metric spaces. Sankhya, Vol. 30 A, p. 211–219 (1968).

    MathSciNet  MATH  Google Scholar 

  9. Mandl Estimation and control in Markov chains Adv. Appl. Prob. 6, 40–60 (1974).

    CrossRef  MathSciNet  MATH  Google Scholar 

  10. A connection between controlled Markov chains and martingales Kybernetika (Prague) 9, 237–241 (1973).

    MathSciNet  MATH  Google Scholar 

  11. On the variance incontrolled Markov chains Kybernetika (Prague) 7, 1–12 (1971).

    MathSciNet  MATH  Google Scholar 

  12. Neveu Base mathématique du calcul des probabilités Masson & Cie.

    Google Scholar 

  13. Potential markovien récurrent des chaînes de Harris Ann. Ins. Fourier 22(2) p. 85–130 (1972).

    CrossRef  MathSciNet  MATH  Google Scholar 

  14. Parthasaraty Probability measures on metric spaces Academic Press (1967)

    Google Scholar 

  15. Pfanzagl On the measurability and consistency of minimum contrast estimates Metrika 14, 249–272 (1969)

    CrossRef  MATH  Google Scholar 

  16. Revuz Markov chains North Holland (1975).

    Google Scholar 

  17. Ross Quality control under markovian deterioration Management science, Vol. 17, no9 May (1971).

    Google Scholar 

  18. Ross Arbitrary state markovian decision processes The annals of Mathematical statistics 1968, vol. 39,no6 (1968)

    Google Scholar 

  19. Roussas Extension to Markov Processes of a result by A.Wald about the consistency of the maximum likehood estimate. Z. Wahrscheinliechkeitstheorie 4., 69–73 (1965).

    CrossRef  MathSciNet  MATH  Google Scholar 

  20. Ueno Some limit theorems for temporally discrete Markov processes. Fac. Sci. University Tokyo (I) 7, (1957)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1978 Springer-Verlag

About this paper

Cite this paper

Georgin, J.P. (1978). Estimation et controle des chaines de Markov sur des espaces arbitraires. In: Dacunha-Castelle, D., Van Cutsem, B. (eds) Journées de Statistique des Processus Stochastiques. Lecture Notes in Mathematics, vol 636. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0063261

Download citation

  • DOI: https://doi.org/10.1007/BFb0063261

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08658-1

  • Online ISBN: 978-3-540-35925-8

  • eBook Packages: Springer Book Archive