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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 247–270
(Mi tvp1083)
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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
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
Linking options:
https://www.mathnet.ru/eng/tvp1083 https://www.mathnet.ru/eng/tvp/v25/i2/p247
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Abstract page: | 196 | Full-text PDF : | 94 | First page: | 1 |
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