Existence of optimal transition kernels

zbMath0604.93070MaRDI QIDQ1084073

Kevin J. Hastings

Publication date: 1987

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

measurable selectioncontinuous-time stochastic control modeloptimal transition kernel

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Dynamic programming (90C39) Optimal stochastic control (93E20)

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