Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (Q1118906)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mimicking finite dimensional marginals of a controlled diffusion by simpler controls |
scientific article |
Statements
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (English)
0 references
1989
0 references
It is proved that the finite-dimensional marginal distribution of a controlled nondegenerate diffusion at a prescribed set of time instants can also be attained by using a control from a much smaller class of controls called ``nearly Markov controls''.
0 references
relaxed control
0 references
finite-dimensional marginal distribution
0 references
nearly Markov controls
0 references
