Ergodic Theory for Controlled Markov Chains with Stationary Inputs

Yue Chen, Ana Bušić, Sean Meyn

Consider a stochastic process $\{X(t)\}$ on a finite state space $\mathsf{X}=\{1,\dots ,d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta (t)\}$. This is assu…