No CrossRef data available.
Article contents
Asymptotic Normality of Discrete-Time Markov Control Processes
Published online by Cambridge University Press: 14 July 2016
Abstract
In this paper we study the asymptotic normality of discrete-time Markov control processes in Borel spaces, with possibly unbounded cost. Under suitable hypotheses, we show that the cost sequence is asymptotically normal. As a special case, we obtain a central limit theorem for (noncontrolled) Markov chains.
Keywords
- Type
- Research Article
- Information
- Copyright
- Copyright © Applied Probability Trust 2010
Footnotes
Research partially supported by CONACyT grant 104001.