Analytically measurable selection of epsilon optimal transition kernals

DOI10.1080/00036818408839501zbMath0518.93067OpenAlexW2038179747MaRDI QIDQ3669286

Kevin J. 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

semi-Markov processestransition probabilitiesanalytically measurable selectionepsilon optimal transition kernelsnon-Markovian step process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Optimal stochastic control (93E20) Markov renewal processes, semi-Markov processes (60K15) Stochastic systems in control theory (general) (93E03) Other generalizations of analytic functions (including abstract-valued functions) (30G30) Kernel functions in one complex variable and applications (30C40) Model systems in control theory (93C99)

Cites Work

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• Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
• Stochastic optimal control. The discrete time case
• Controlled jump processes
• A selection theorem for optimization problems
• Existence of Optimal Controls for Stochastic Jump Processes
• Optimal Control of Jump Processes
• Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes

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