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A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming

Publication ,  Journal Article
Arlotto, A; Steele, JM
Published in: Mathematics of Operations Research
November 2016
Published version (DOI) Link to item

Duke Scholars

Alessandro Arlotto
Author Alessandro Arlotto Fuqua School of Business
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Published In

Mathematics of Operations Research

DOI

10.1287/moor.2016.0784

EISSN

1526-5471

ISSN

0364-765X

Publication Date

November 2016

Volume

41

Issue

4

Start / End Page

1448 / 1468

Related Subject Headings

  • Operations Research
  • 4901 Applied mathematics
  • 0802 Computation Theory and Mathematics
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics
 

Citation

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Arlotto, A., & Steele, J. M. (2016). A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming. Mathematics of Operations Research, 41(4), 1448–1468. https://doi.org/10.1287/moor.2016.0784
Arlotto, A., and J. M. Steele. “A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming.” Mathematics of Operations Research 41, no. 4 (November 2016): 1448–68. https://doi.org/10.1287/moor.2016.0784.
Arlotto A, Steele JM. A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming. Mathematics of Operations Research. 2016 Nov;41(4):1448–68.
Arlotto, A., and J. M. Steele. “A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming.” Mathematics of Operations Research, vol. 41, no. 4, Nov. 2016, pp. 1448–68. Manual, doi:10.1287/moor.2016.0784.
Arlotto A, Steele JM. A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming. Mathematics of Operations Research. 2016 Nov;41(4):1448–1468.

Published In

Mathematics of Operations Research

DOI

10.1287/moor.2016.0784

EISSN

1526-5471

ISSN

0364-765X

Publication Date

November 2016

Volume

41

Issue

4

Start / End Page

1448 / 1468

Related Subject Headings

  • Operations Research
  • 4901 Applied mathematics
  • 0802 Computation Theory and Mathematics
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics