On extremal solutions to stochastic control problems

DOI10.1007/BF01447748zbMath0752.93077OpenAlexW4256142467MaRDI QIDQ1180333

Vivek S. Borkar

Publication date: 27 June 1992

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447748

zbMATH Keywords

optimal Markov controlMarkov class

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (4)

On extremal solutions to stochastic control problems. II ⋮ On ergodic control of degenerate diffusions ⋮ A new Markov selection procedure for degenerate diffusions ⋮ Ergodic control of degenerate diffusions

Cites Work

• The probabilistic structure of controlled diffusion processes
• Lectures on disintegration of measures. (Notes by S. Ramaswamy)
• Existence results for optimal stochastic controls
• A remark on the attainable distributions of controlled diffusions
• Survey of Measurable Selection Theorems
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
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