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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 1, Pages 59–70
(Mi tvp985)
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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
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
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
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https://www.mathnet.ru/eng/tvp985 https://www.mathnet.ru/eng/tvp/v25/i1/p59
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Abstract page: | 180 | Full-text PDF : | 85 | First page: | 1 |
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