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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 1, Pages 59–70 (Mi tvp985)  
This article is cited in 33 scientific papers (total in 33 papers)

On a reduction of the jump Markov control model to a discrete time model

A. A. Yuškevič

Moscow
Full-text PDF (864 kB) Citations (33)
Abstract: Using a reduction to discrete time we prove two properties of jump Markov control models with Borel state and action spaces: 1) the value of the model is analytic; 2) almost everywhere $\varepsilon$-optimal strategies (maybe non-Markovian) do exist.
Received: 16.11.1976
Revised: 09.01.1978
English version:
Theory of Probability and its Applications, 1980, Volume 25, Issue 1, Pages 58–69
DOI: https://doi.org/10.1137/1125005
Bibliographic databases:
Language: Russian
Citation: A. A. Yuškevič, “On a reduction of the jump Markov control model to a discrete time model”, Teor. Veroyatnost. i Primenen., 25:1 (1980), 59–70; Theory Probab. Appl., 25:1 (1980), 58–69
Citation in format AMSBIB
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\by A.~A.~Yu{\v s}kevi{\v{c}}
\paper On a~reduction of the jump Markov control model to a~discrete time model
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 1
\pages 59--70
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=560057}
\zmath{https://zbmath.org/?q=an:0456.90086|0423.90084}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 25
\issue 1
\pages 58--69
\crossref{https://doi.org/10.1137/1125005}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LG24200005}
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  • https://www.mathnet.ru/eng/tvp/v25/i1/p59
    • This publication is cited in the following 33 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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