On Reducing a Jump Controllable Markov Model to a Model with Discrete Time
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Publication:3905099
DOI10.1137/1125005zbMath0456.90086OpenAlexW1964804424MaRDI QIDQ3905099
Publication date: 1980
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1125005
model reductiondiscrete timecontinuous timeBorel state spaceBorel action spacejump modelepsilon-optimal Markov strategy
Discrete-time control/observation systems (93C55) Markov and semi-Markov decision processes (90C40) Model systems in control theory (93C99)
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