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2000, Journal of Applied Mathematics and Stochastic Analysis

Analogues of Fatou's Lemma and Lebesgue's convergence theorems are established for∫fdμnwhen{μn}is a sequence of measures. A generalized Dominated Convergence Theorem is also proved for the asymptotic behavior of∫fndμnand the latter is shown to be a special case of a more general result established in vector lattices and related to the Dunford-Pettis property in Banach spaces.

Mathematics of Operations Research

Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

2012 •

Journal of Applied Mathematics and Stochastic Analysis

On the setwise convergence of sequences of measures

1997 •

We consider a sequence{μn}of (nonnegative) measures on a general measurable space(X,ℬ). We establish sufficient conditions for setwise convergence and convergence in total variation.

Acta Applicandae …

Markov control processes with the expected total cost criterion: optimality, stability, and transient models

1999 •

Abstract. This paper studies the expected total cost (ETC) criterion for discrete-time Markov control processes on Borel spaces, and possibly unbounded cost-per-stage functions. It presents optimality results which include conditions for a control policy to be ETC-optimal and for the …

Systems & Control Letters

Limiting optimal discounted-cost control of a class of time-varying stochastic systems

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Applicationes Mathematicae

Limiting average cost control problems in a class of discrete-time stochastic systems

2001 •

1997 •

Proceedings of the London Mathematical Society

Existence and Uniqueness of Fixed Points for Markov Operators and Markov Processes

1998 •

Теория вероятностей и ее применения

Fatou's lemma for weakly converging probabilities

2013 •

Mathematics of Operations Research

Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

2016 •

The Annals of Statistics

On the Relationship Between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate

1989 •

Applied Mathematics and Optimization

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

2010 •

Mathematical Methods of Operational Research

Adaptive policies for time-varying stochastic systems under discounted criterion

2001 •

2009 •

Mathematics of Operations Research

Convergence of Conditional Expectations for Unbounded Random Sets, Integrands, and Integral Functionals

1991 •

arXiv: Functional Analysis

Fatou’s Lemma, Galerkin Approximations and the Existence of Walrasian Equilibria in Infinite Dimensions

2016 •

Journal of Functional Analysis

Regularity of Invariant Measures on Finite and Infinite Dimensional Spaces and Applications

1995 •

Annals of the Institute of Statistical Mathematics

Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems

2005 •

SIAM Journal on Control and Optimization

Optimal Relaxed Control of Dissipative Stochastic Partial Differential Equations in Banach Spaces

2013 •

International Journal of Mathematics and Mathematical Sciences

Approximation of a Common Random Fixed Point for a Finite Family of Random Operators

2007 •

1992 •

2000 •

The Annals of Probability

Probabilistic representation for solutions of an irregular porous media type equation

2010 •

Pacific Journal of Mathematics

Generalized $s$-numbers of $ tau$-measurable operators

1986 •

Journal of Mathematical Analysis and Applications

Stability in locally L0-convex modules and a conditional version of James’ compactness theorem

Mathematical Programming

A generalization of Löwner-John’s ellipsoid theorem

2014 •

Boletim da Sociedade Paranaense de Matemática

Existence of entropy solutions for degenerate elliptic unilateral problems with variable exponents

2018 •