Existence of Markov Controls and Characterization of Optimal Markov Controls

DOI10.1137/S0363012995295516zbMATH Open0935.93064OpenAlexW2068098627MaRDI QIDQ4388926FDOQ4388926

Authors: Thomas G. Kurtz, Richard H. Stockbridge

Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995295516

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Mathematics Subject Classification ID

Linear programming (90C05) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Optimal stochastic control (93E20)

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