Envelopes of sets of measures, tightness, and Markov control processes (Q1808704)

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scientific article; zbMATH DE number 1369643
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    Envelopes of sets of measures, tightness, and Markov control processes
    scientific article; zbMATH DE number 1369643

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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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