Existence of Markov Controls and Characterization of Optimal Markov Controls (Q4388926)
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scientific article; zbMATH DE number 1150690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Markov Controls and Characterization of Optimal Markov Controls |
scientific article; zbMATH DE number 1150690 |
Statements
Existence of Markov Controls and Characterization of Optimal Markov Controls (English)
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10 May 1998
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Markov controls
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optimal controls
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martingale problems
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stationary processes
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linear programming
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occupation measures
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stochastic optimal control
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relaxed solution
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