Envelopes of sets of measures, tightness, and Markov control processes

DOI10.1007/s002459900131zbMath0933.93074OpenAlexW2028920933MaRDI QIDQ1808704

Juan González-Hernández, Onésimo Hernández-Lerma

Publication date: 3 January 2000

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

Full work available at URL: https://doi.org/10.1007/s002459900131

zbMATH Keywords

existence of optimal controlstightness criteriadiscrete time Markov control problemsenvelopes of measures

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

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