A remark on the attainable distributions of controlled diffusions

DOI10.1080/17442508608833398zbMath0599.93067OpenAlexW2086263802MaRDI QIDQ3735615

Vivek S. Borkar

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833398

zbMATH Keywords

stochastic controllabilityMarkov controlattainable distributions

Mathematics Subject Classification ID

Controllability (93B05) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Attainable sets, reachability (93B03)

Related Items

On extremal solutions to stochastic control problems. II ⋮ The probabilistic structure of controlled diffusion processes ⋮ Controlled diffusions with boundary-crossing costs ⋮ Mimicking finite dimensional marginals of a controlled diffusion by simpler controls ⋮ On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems ⋮ Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria ⋮ On extremal solutions to stochastic control problems ⋮ MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS ⋮ A strong approximation theorem for stochastic recursive algorithms ⋮ Dynamic programming for ergodic control with partial observations.

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