scientific article; zbMATH DE number 1254183

MaRDI QIDQ4227219zbMATH OpenFDO

Authors Toshio Mikami

Publication date 9 May 2000

zbMATH Keywords

existenceMarkov marginal problemMarkov optimal control problemunique weak solution

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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(6)

• Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
• Problems of control of Markovian processes with aftereffect (compact set of solutions)
• Stochastic optimal transport revisited
• scientific article; zbMATH DE number 5290174 (Why is no real title available?)
• Survey of linear programming for standard and nonstandard Markovian control problems. Part II: Applications
• Controlled martingale problems and their Markov mimics

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