Analytically measurable selection of epsilon optimal transition kernals
DOI10.1080/00036818408839501zbMATH Open0518.93067OpenAlexW2038179747MaRDI QIDQ3669286FDOQ3669286
Authors: Kevin Hastings 
Publication date: 1984
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036818408839501
transition probabilitiessemi-Markov processesanalytically measurable selectionepsilon optimal transition kernelsnon-Markovian step process
Non-Markovian processes: estimation (62M09) Markov renewal processes, semi-Markov processes (60K15) Model systems in control theory (93C99) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Other generalizations of analytic functions (including abstract-valued functions) (30G30) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Kernel functions in one complex variable and applications (30C40)
Cites Work
- Title not available (Why is that?)
- Stochastic optimal control. The discrete time case
- Title not available (Why is that?)
- Optimal Control of Jump Processes
- A selection theorem for optimization problems
- Controlled jump processes
- Existence of Optimal Controls for Stochastic Jump Processes
- Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes
- Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
This page was built for publication: Analytically measurable selection of epsilon optimal transition kernals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3669286)
