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On Markov chains generated by Markovian controlled Markov systems. I: Ergodic properties. (English) Zbl 0371.62120


MSC:

62M05 Markov processes: estimation; hidden Markov models
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
93E20 Optimal stochastic control
92B05 General biology and biomathematics
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