Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (Q1118906)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mimicking finite dimensional marginals of a controlled diffusion by simpler controls |
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Mimicking finite dimensional marginals of a controlled diffusion by simpler controls (English)
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1989
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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''.
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relaxed control
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finite-dimensional marginal distribution
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nearly Markov controls
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