Envelopes of sets of measures, tightness, and Markov control processes (Q1808704)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Envelopes of sets of measures, tightness, and Markov control processes |
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Envelopes of sets of measures, tightness, and Markov control processes (English)
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3 January 2000
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Upper and lower envelopes of sets of measures on arbitrary topological space are considered to derive new tightness criteria. These criteria are applied to derive existence of optimal controls for a class of Markov control processes.
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envelopes of measures
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tightness criteria
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discrete time Markov control problems
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existence of optimal controls
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