Analytically measurable selection of epsilon optimal transition kernals

DOI10.1080/00036818408839501MaRDI QIDQ3669286zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

transition probabilitiessemi-Markov processesanalytically measurable selectionepsilon optimal transition kernelsnon-Markovian step process

Mathematics Subject Classification ID

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

• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• 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
• Optimal Control of Jump Processes
• Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
• Stochastic optimal control. The discrete time 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)