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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 247–270 (Mi tvp1083)  

This article is cited in 18 scientific papers (total in 18 papers)

Controlled jump Markov models

A. A. Yuškevič

Moscow
Abstract: We expand the Blackwell–Strauch dynamic programming theory ([1], [2]) to jump processes with Borel state and action spaces. The main topics are the Bellman equation and the existence of Markovian $\varepsilon$-optimal policies. We use the techniques of analytic sets, semianalytic functions and non-Borelian policies similiar to that of [15].
Received: 16.02.1978
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 2, Pages 244–266
DOI: https://doi.org/10.1137/1125034
Bibliographic databases:
Language: Russian
Citation: A. A. Yuškevič, “Controlled jump Markov models”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 247–270; Theory Probab. Appl., 25:2 (1981), 244–266
Citation in format AMSBIB
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\paper Controlled jump Markov models
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 2
\pages 247--270
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572559}
\zmath{https://zbmath.org/?q=an:0458.90078|0445.93045}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 244--266
\crossref{https://doi.org/10.1137/1125034}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000002}
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  • https://www.mathnet.ru/eng/tvp/v25/i2/p247
  • This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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