On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442508.2011.580347 / rank
 
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Latest revision as of 21:20, 5 July 2024

scientific article; zbMATH DE number 6104696
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English
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
scientific article; zbMATH DE number 6104696

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    On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (English)
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    9 November 2012
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    stochastic control
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    optimal strict control
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    constrained control
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    linear programming
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