Mandl, Petr A connection between controlled Markov chains and martingales. (English) Zbl 0265.60060 Kybernetika, Praha 9, 237-241 (1973). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 11 Documents MSC: 60J05 Discrete-time Markov processes on general state spaces 60F05 Central limit and other weak theorems × Cite Format Result Cite Review PDF Full Text: EuDML References: [1] R. Bellman: A Markovian decision process. J. of Math. and Mech. 6 (1957), 679-684. · Zbl 0078.34101 [2] P. Billingsley: The Lindeberg-Lévy theorem for martingales. Proc. Amer. Math. Soc. 12 (1961), 788-792. · Zbl 0129.10701 · doi:10.2307/2034876 [3] B. M. Brown G. K. Eagleson: Martingale convergence to infinitely divisible laws with finite variances. Trans. Amer. Math. Soc. 162 (1971), 449-453. · Zbl 0228.60011 [4] M. Loéve: Probability theory. Princeton 1960. · Zbl 0095.12201 [5] P. Mandl: On the variance in controlled Markov chains. Kybernetika 7 (1971), 1-12. · Zbl 0215.25902 [6] P. Mandl: On the asymptotic normality of the reward in a controlled Markov chain. · Zbl 0355.90072 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.