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Mathematics of the USSR-Sbornik, 1971, Volume 15, Issue 4, Pages 607–617
DOI: https://doi.org/10.1070/SM1971v015n04ABEH001565 (Mi sm3322) 		 
This article is cited in 4 scientific papers (total in 4 papers)

On sequentially controlled Markov processes

A. K. Zvonkin
English version PDF (637 kB) Citations (4) Russian version article
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DOI: https://doi.org/10.1070/SM1971v015n04ABEH001565
Abstract: We consider Markov processes with continuous time, where the switching of the controls takes place at random (independent of the future) moments of time. We derive Bellman's cost equation and the existence of $(p,\varepsilon)$ optimal strategies, prove the measurability of cost and give an excessive characterization of cost.
Bibliography: 9 titles.
Received: 29.12.1970
Bibliographic databases:
UDC: 519.2
MSC: Primary 60G40, 62L15, 49C15, 60J25, 93E20; Secondary 60J60
Language: English
Original paper language: Russian
Citation: A. K. Zvonkin, “On sequentially controlled Markov processes”, Math. USSR-Sb., 15:4 (1971), 607–617
Citation in format AMSBIB
\Bibitem{Zvo71}
\by A.~K.~Zvonkin
\paper On sequentially controlled Markov processes
\jour Math. USSR-Sb.
\yr 1971
\vol 15
\issue 4
\pages 607--617
\mathnet{http://mi.mathnet.ru//eng/sm3322}
\crossref{https://doi.org/10.1070/SM1971v015n04ABEH001565}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=294038}
\zmath{https://zbmath.org/?q=an:0255.60062}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
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    Abstract page:445
    Russian version PDF:122
    English version PDF:24
    References:72
     
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