Envelopes of sets of measures, tightness, and Markov control processes
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Publication:1808704
DOI10.1007/s002459900131zbMath0933.93074OpenAlexW2028920933MaRDI QIDQ1808704
Juan González-Hernández, Onésimo Hernández-Lerma
Publication date: 3 January 2000
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002459900131
existence of optimal controlstightness criteriadiscrete time Markov control problemsenvelopes of measures
Optimal stochastic control (93E20) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)
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