Existence of optimal transition kernels

MaRDI QIDQ1084073zbMATH OpenFDO

Authors Kevin Hastings

Publication date 1987

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

measurable selectioncontinuous-time stochastic control modeloptimal transition kernel

Mathematics Subject Classification ID

Dynamic programming (90C39) Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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Cited in

(1)

• Optimal measures and Markov transition kernels

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