A generalization of Ueno's inequality for n-step transition probabilities
Volume 25 / 1998
Applicationes Mathematicae 25 (1998), 295-299
DOI: 10.4064/am-25-3-295-299
Abstract
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.
